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 | 3.54% | 1.13 CHF | 1.17 CHF | 27'700 | 27'700 | 30'042 | 30'042 | 33'330 CHF | 34'532 CHF | 100.00% | 100.00% |
12.07.2024 | 3.06% | 1.00 CHF | 1.04 CHF | 30'700 | 30'700 | 37'896 | 37'896 | 39'681 CHF | 40'890 CHF | 100.00% | 100.00% |
11.07.2024 | 3.31% | 0.83 CHF | 0.86 CHF | 40'100 | 40'100 | 38'977 | 38'977 | 34'891 CHF | 36'061 CHF | 71.56% | 71.56% |
10.07.2024 | 3.19% | 0.95 CHF | 0.98 CHF | 38'400 | 38'400 | 40'555 | 40'555 | 37'604 CHF | 38'820 CHF | 99.38% | 99.38% |
09.07.2024 | 3.77% | 1.01 CHF | 1.04 CHF | 41'200 | 41'200 | 43'975 | 43'975 | 34'451 CHF | 35'772 CHF | 100.00% | 100.00% |
08.07.2024 | 3.77% | 0.73 CHF | 0.76 CHF | 44'900 | 44'900 | 48'992 | 48'992 | 38'447 CHF | 39'917 CHF | 100.00% | 100.00% |
05.07.2024 | 4.37% | 0.68 CHF | 0.71 CHF | 50'300 | 50'300 | 49'995 | 49'995 | 33'674 CHF | 35'174 CHF | 100.00% | 100.00% |
04.07.2024 | 3.06% | 0.72 CHF | 0.75 CHF | 49'900 | 49'900 | 55'911 | 55'911 | 40'408 CHF | 41'646 CHF | 100.00% | 100.00% |
03.07.2024 | 4.10% | 0.60 CHF | 0.62 CHF | 57'800 | 57'800 | 43'237 | 43'237 | 28'430 CHF | 29'607 CHF | 100.00% | 100.00% |
02.07.2024 | 3.75% | 0.81 CHF | 0.84 CHF | 39'400 | 39'400 | 34'624 | 34'624 | 33'820 CHF | 35'110 CHF | 99.95% | 99.95% |