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 | 1.82% | 0.54 CHF | 0.55 CHF | 80'000 | 80'000 | 35'786 | 35'786 | 19'472 CHF | 19'831 CHF | 99.99% | 99.99% |
12.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 80'000 | 80'000 | 35'074 | 35'074 | 20'838 CHF | 21'193 CHF | 100.00% | 100.00% |
11.07.2024 | 2.40% | 0.50 CHF | 0.51 CHF | 80'000 | 80'000 | 35'616 | 35'616 | 15'961 CHF | 16'318 CHF | 100.00% | 100.00% |
10.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 82'000 | 82'000 | 36'812 | 36'812 | 14'028 CHF | 14'398 CHF | 99.90% | 99.90% |
09.07.2024 | 3.52% | 0.34 CHF | 0.35 CHF | 84'000 | 84'000 | 35'675 | 35'675 | 12'615 CHF | 12'989 CHF | 99.70% | 99.70% |
08.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 84'000 | 84'000 | 36'477 | 36'477 | 13'250 CHF | 13'627 CHF | 99.27% | 99.27% |
05.07.2024 | 2.67% | 0.34 CHF | 0.35 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 13'513 CHF | 13'889 CHF | 99.90% | 99.90% |
04.07.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 33'000 | 33'000 | 26'667 | 26'667 | 10'059 CHF | 10'326 CHF | 99.59% | 99.59% |
03.07.2024 | 3.51% | 0.34 CHF | 0.35 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 11'985 CHF | 12'360 CHF | 100.00% | 100.00% |
02.07.2024 | 3.48% | 0.29 CHF | 0.30 CHF | 84'000 | 84'000 | 37'447 | 37'447 | 10'909 CHF | 11'286 CHF | 100.00% | 100.00% |