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 | 2.16% | 0.71 CHF | 0.72 CHF | 152'000 | 152'000 | 67'968 | 67'968 | 48'311 CHF | 49'194 CHF | 99.88% | 99.88% |
12.07.2024 | 2.03% | 0.73 CHF | 0.74 CHF | 153'000 | 153'000 | 69'073 | 69'073 | 51'617 CHF | 52'517 CHF | 100.00% | 100.00% |
11.07.2024 | 1.97% | 0.79 CHF | 0.80 CHF | 155'000 | 155'000 | 69'483 | 69'483 | 54'638 CHF | 55'542 CHF | 99.98% | 99.98% |
10.07.2024 | 2.16% | 0.80 CHF | 0.81 CHF | 154'000 | 154'000 | 67'944 | 67'944 | 51'276 CHF | 52'166 CHF | 100.00% | 100.00% |
09.07.2024 | 2.28% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 45'803 CHF | 46'681 CHF | 100.00% | 100.00% |
08.07.2024 | 2.37% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 67'292 | 67'292 | 43'808 CHF | 44'684 CHF | 100.00% | 100.00% |
05.07.2024 | 2.32% | 0.66 CHF | 0.67 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 44'756 CHF | 45'632 CHF | 100.00% | 100.00% |
04.07.2024 | 2.26% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 32'359 CHF | 33'044 CHF | 100.00% | 100.00% |
03.07.2024 | 2.22% | 0.66 CHF | 0.67 CHF | 149'000 | 149'000 | 67'184 | 67'184 | 45'734 CHF | 46'609 CHF | 100.00% | 100.00% |
02.07.2024 | 2.00% | 0.74 CHF | 0.75 CHF | 151'000 | 151'000 | 67'905 | 67'905 | 51'721 CHF | 52'603 CHF | 99.91% | 99.91% |