Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 5.03% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 39'571 | 39'571 | 19'873 CHF | 20'676 CHF | 100.00% | 100.00% |
12.07.2024 | 5.41% | 0.51 CHF | 0.52 CHF | 88'000 | 88'000 | 39'578 | 39'578 | 19'047 CHF | 19'851 CHF | 99.99% | 99.99% |
11.07.2024 | 5.94% | 0.45 CHF | 0.46 CHF | 89'000 | 89'000 | 40'225 | 40'225 | 17'327 CHF | 18'146 CHF | 99.85% | 99.85% |
10.07.2024 | 5.92% | 0.41 CHF | 0.42 CHF | 89'000 | 89'000 | 40'311 | 40'311 | 16'659 CHF | 17'481 CHF | 100.00% | 100.00% |
09.07.2024 | 5.61% | 0.44 CHF | 0.45 CHF | 89'000 | 89'000 | 39'766 | 39'766 | 17'601 CHF | 18'407 CHF | 99.73% | 99.73% |
08.07.2024 | 4.95% | 0.46 CHF | 0.47 CHF | 88'000 | 88'000 | 39'356 | 39'356 | 19'259 CHF | 20'057 CHF | 100.00% | 100.00% |
05.07.2024 | 5.20% | 0.47 CHF | 0.48 CHF | 88'000 | 88'000 | 39'444 | 39'444 | 18'783 CHF | 19'586 CHF | 99.70% | 99.70% |
04.07.2024 | 5.92% | 0.50 CHF | 0.53 CHF | 35'000 | 35'000 | 28'537 | 28'537 | 14'006 CHF | 14'862 CHF | 100.00% | 100.00% |
03.07.2024 | 5.30% | 0.51 CHF | 0.52 CHF | 87'000 | 87'000 | 39'443 | 39'443 | 19'168 CHF | 19'970 CHF | 100.00% | 100.00% |
02.07.2024 | 5.26% | 0.47 CHF | 0.48 CHF | 88'000 | 88'000 | 39'293 | 39'293 | 18'703 CHF | 19'499 CHF | 99.98% | 99.98% |