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 | 1.62% | 0.62 CHF | 0.63 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 49'997 CHF | 50'813 CHF | 100.00% | 100.00% |
12.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 48'050 CHF | 48'867 CHF | 100.00% | 100.00% |
11.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 82'000 | 82'000 | 82'030 | 82'030 | 46'191 CHF | 47'012 CHF | 100.00% | 100.00% |
10.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 49'381 CHF | 50'198 CHF | 100.00% | 100.00% |
09.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 37'874 CHF | 38'730 CHF | 100.00% | 100.00% |
08.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 38'916 CHF | 39'771 CHF | 99.99% | 99.99% |
05.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 35'689 CHF | 36'547 CHF | 99.82% | 99.82% |
04.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 27'629 CHF | 28'519 CHF | 99.50% | 99.50% |
03.07.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 28'025 CHF | 28'909 CHF | 99.36% | 99.36% |
02.07.2024 | 4.65% | 0.25 CHF | 0.26 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 19'523 CHF | 20'440 CHF | 99.43% | 99.43% |