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 | 3.48% | 0.55 CHF | 0.57 CHF | 59'700 | 59'700 | 55'765 | 55'797 | 31'510 CHF | 32'644 CHF | 100.00% | 100.00% |
12.07.2024 | 4.37% | 0.62 CHF | 0.64 CHF | 54'700 | 54'700 | 44'670 | 44'670 | 27'649 CHF | 28'861 CHF | 100.00% | 100.00% |
11.07.2024 | 3.86% | 0.82 CHF | 0.85 CHF | 41'600 | 41'600 | 42'525 | 42'525 | 32'546 CHF | 33'822 CHF | 71.56% | 71.56% |
10.07.2024 | 3.98% | 0.72 CHF | 0.75 CHF | 43'000 | 43'000 | 41'076 | 41'076 | 30'446 CHF | 31'678 CHF | 99.38% | 99.38% |
09.07.2024 | 3.31% | 0.67 CHF | 0.70 CHF | 40'500 | 40'500 | 38'319 | 38'319 | 34'294 CHF | 35'445 CHF | 100.00% | 100.00% |
08.07.2024 | 4.18% | 0.96 CHF | 0.99 CHF | 37'700 | 37'700 | 34'972 | 34'972 | 31'135 CHF | 32'443 CHF | 100.00% | 100.00% |
05.07.2024 | 3.75% | 1.05 CHF | 1.09 CHF | 34'100 | 34'100 | 34'252 | 34'252 | 35'939 CHF | 37'309 CHF | 100.00% | 100.00% |
04.07.2024 | 3.94% | 0.98 CHF | 1.02 CHF | 34'300 | 34'300 | 31'106 | 30'968 | 30'979 CHF | 32'081 CHF | 99.79% | 99.79% |
03.07.2024 | 2.75% | 1.21 CHF | 1.25 CHF | 30'100 | 30'100 | 35'957 | 35'957 | 41'070 CHF | 42'211 CHF | 100.00% | 100.00% |
02.07.2024 | 3.51% | 1.00 CHF | 1.03 CHF | 37'500 | 37'500 | 41'064 | 41'064 | 34'654 CHF | 35'886 CHF | 99.96% | 99.96% |