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 | 2.08% | 0.48 CHF | 0.49 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 54'557 CHF | 55'702 CHF | 100.00% | 100.00% |
12.07.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 55'143 CHF | 56'288 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 115'000 | 115'000 | 114'451 | 114'451 | 60'087 CHF | 61'232 CHF | 100.00% | 100.00% |
10.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 67'239 CHF | 68'434 CHF | 100.00% | 100.00% |
09.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 68'111 CHF | 69'306 CHF | 100.00% | 100.00% |
08.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 64'683 CHF | 65'876 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 66'555 CHF | 67'749 CHF | 100.00% | 100.00% |
04.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 67'207 CHF | 68'402 CHF | 100.00% | 100.00% |
03.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 72'705 CHF | 73'900 CHF | 100.00% | 100.00% |
02.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 75'278 CHF | 76'473 CHF | 99.98% | 99.98% |