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 | 2.19% | 0.45 CHF | 0.46 CHF | 91'000 | 91'000 | 41'139 | 41'139 | 18'971 CHF | 19'383 CHF | 100.00% | 100.00% |
12.07.2024 | 1.89% | 0.50 CHF | 0.51 CHF | 93'000 | 93'000 | 42'270 | 42'270 | 22'339 CHF | 22'762 CHF | 100.00% | 100.00% |
11.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 94'000 | 94'000 | 42'453 | 42'453 | 23'437 CHF | 23'863 CHF | 99.98% | 99.98% |
10.07.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 95'000 | 95'000 | 42'689 | 42'689 | 25'188 CHF | 25'616 CHF | 99.90% | 99.90% |
09.07.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 95'000 | 95'000 | 42'624 | 42'624 | 24'289 CHF | 24'716 CHF | 100.00% | 100.00% |
08.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 95'000 | 95'000 | 42'501 | 42'501 | 24'399 CHF | 24'825 CHF | 100.00% | 100.00% |
05.07.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 96'000 | 96'000 | 42'813 | 42'813 | 25'867 CHF | 26'296 CHF | 99.90% | 99.90% |
04.07.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 38'000 | 38'000 | 30'559 | 30'559 | 18'328 CHF | 18'634 CHF | 100.00% | 100.00% |
03.07.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 95'000 | 95'000 | 42'596 | 42'596 | 24'308 CHF | 24'735 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 94'000 | 94'000 | 42'522 | 42'522 | 25'902 CHF | 26'328 CHF | 100.00% | 100.00% |