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 | 1.96% | 0.52 CHF | 0.53 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 41'355 CHF | 42'172 CHF | 100.00% | 100.00% |
12.07.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 39'398 CHF | 40'215 CHF | 100.00% | 100.00% |
11.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 82'000 | 82'000 | 82'033 | 82'033 | 37'504 CHF | 38'324 CHF | 100.00% | 100.00% |
10.07.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 40'738 CHF | 41'555 CHF | 100.00% | 100.00% |
09.07.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 28'813 CHF | 29'669 CHF | 100.00% | 100.00% |
08.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 29'822 CHF | 30'677 CHF | 100.00% | 100.00% |
05.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 26'570 CHF | 27'428 CHF | 99.81% | 99.81% |
04.07.2024 | 4.81% | 0.22 CHF | 0.23 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 18'176 CHF | 19'066 CHF | 99.49% | 99.49% |
03.07.2024 | 4.63% | 0.19 CHF | 0.20 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 18'708 CHF | 19'593 CHF | 99.37% | 99.37% |
02.07.2024 | 8.90% | 0.14 CHF | 0.16 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 10'385 CHF | 11'302 CHF | 99.42% | 99.42% |