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 | 2.71% | 0.89 CHF | 0.90 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 47'190 CHF | 48'166 CHF | 100.00% | 100.00% |
12.07.2024 | 1.97% | 0.88 CHF | 0.89 CHF | 120'000 | 120'000 | 54'680 | 54'680 | 49'439 CHF | 50'269 CHF | 100.00% | 100.00% |
11.07.2024 | 1.87% | 0.94 CHF | 0.95 CHF | 122'000 | 122'000 | 55'184 | 55'184 | 52'409 CHF | 53'246 CHF | 99.85% | 99.85% |
10.07.2024 | 1.91% | 0.96 CHF | 0.97 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 51'713 CHF | 52'546 CHF | 100.00% | 100.00% |
09.07.2024 | 2.67% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 53'764 | 53'764 | 47'026 CHF | 47'999 CHF | 99.73% | 99.73% |
08.07.2024 | 2.90% | 0.83 CHF | 0.84 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 42'788 CHF | 43'756 CHF | 100.00% | 100.00% |
05.07.2024 | 2.93% | 0.82 CHF | 0.83 CHF | 118'000 | 118'000 | 52'338 | 52'338 | 41'930 CHF | 42'877 CHF | 99.81% | 99.81% |
04.07.2024 | 3.17% | 0.79 CHF | 0.81 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 29'448 CHF | 30'351 CHF | 99.98% | 99.98% |
03.07.2024 | 3.00% | 0.79 CHF | 0.80 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 40'151 CHF | 41'094 CHF | 99.98% | 99.98% |
02.07.2024 | 3.03% | 0.78 CHF | 0.79 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 39'723 CHF | 40'661 CHF | 100.00% | 100.00% |