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 | 2.45% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 52'208 CHF | 53'184 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 0.97 CHF | 0.98 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 54'563 CHF | 55'392 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 1.04 CHF | 1.05 CHF | 122'000 | 122'000 | 55'185 | 55'185 | 57'533 CHF | 58'369 CHF | 99.82% | 99.82% |
10.07.2024 | 1.73% | 1.05 CHF | 1.06 CHF | 122'000 | 122'000 | 54'893 | 54'893 | 56'895 CHF | 57'728 CHF | 100.00% | 100.00% |
09.07.2024 | 2.41% | 1.00 CHF | 1.01 CHF | 120'000 | 120'000 | 53'763 | 53'763 | 52'120 CHF | 53'093 CHF | 99.74% | 99.74% |
08.07.2024 | 2.60% | 0.92 CHF | 0.93 CHF | 118'000 | 118'000 | 53'241 | 53'241 | 47'737 CHF | 48'705 CHF | 100.00% | 100.00% |
05.07.2024 | 2.63% | 0.91 CHF | 0.92 CHF | 118'000 | 118'000 | 52'341 | 52'341 | 46'760 CHF | 47'707 CHF | 99.81% | 99.81% |
04.07.2024 | 2.85% | 0.88 CHF | 0.90 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 32'854 CHF | 33'757 CHF | 99.98% | 99.98% |
03.07.2024 | 2.67% | 0.89 CHF | 0.90 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 45'062 CHF | 46'005 CHF | 99.98% | 99.98% |
02.07.2024 | 2.70% | 0.87 CHF | 0.88 CHF | 116'000 | 116'000 | 51'739 | 51'739 | 44'618 CHF | 45'556 CHF | 99.98% | 99.98% |