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 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 35'786 | 35'786 | 23'872 CHF | 24'230 CHF | 99.99% | 99.99% |
12.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 35'075 | 35'075 | 25'120 CHF | 25'474 CHF | 100.00% | 100.00% |
11.07.2024 | 1.86% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 35'616 | 35'616 | 20'346 CHF | 20'703 CHF | 100.00% | 100.00% |
10.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 36'813 | 36'813 | 18'556 CHF | 18'925 CHF | 99.90% | 99.90% |
09.07.2024 | 2.62% | 0.47 CHF | 0.48 CHF | 84'000 | 84'000 | 35'675 | 35'675 | 16'975 CHF | 17'348 CHF | 99.70% | 99.70% |
08.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 84'000 | 84'000 | 36'470 | 36'470 | 17'728 CHF | 18'104 CHF | 99.32% | 99.32% |
05.07.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 84'000 | 84'000 | 37'463 | 37'463 | 18'077 CHF | 18'453 CHF | 99.90% | 99.90% |
04.07.2024 | 1.98% | 0.48 CHF | 0.49 CHF | 33'000 | 33'000 | 26'668 | 26'668 | 13'353 CHF | 13'619 CHF | 99.57% | 99.57% |
03.07.2024 | 2.55% | 0.46 CHF | 0.47 CHF | 84'000 | 84'000 | 34'868 | 34'868 | 16'303 CHF | 16'679 CHF | 100.00% | 100.00% |
02.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 84'000 | 84'000 | 37'447 | 37'447 | 15'553 CHF | 15'930 CHF | 100.00% | 100.00% |