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 | 2.29% | 0.67 CHF | 0.68 CHF | 152'000 | 152'000 | 68'065 | 68'065 | 45'730 CHF | 46'614 CHF | 100.00% | 100.00% |
12.07.2024 | 2.14% | 0.69 CHF | 0.70 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 49'016 CHF | 49'915 CHF | 100.00% | 100.00% |
11.07.2024 | 2.07% | 0.75 CHF | 0.76 CHF | 155'000 | 155'000 | 69'490 | 69'490 | 51'983 CHF | 52'887 CHF | 99.99% | 99.99% |
10.07.2024 | 2.29% | 0.76 CHF | 0.77 CHF | 154'000 | 154'000 | 67'942 | 67'942 | 48'658 CHF | 49'548 CHF | 100.00% | 100.00% |
09.07.2024 | 2.42% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 43'183 CHF | 44'061 CHF | 100.00% | 100.00% |
08.07.2024 | 2.53% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 67'318 | 67'318 | 41'222 CHF | 42'099 CHF | 99.65% | 99.65% |
05.07.2024 | 2.46% | 0.62 CHF | 0.63 CHF | 149'000 | 149'000 | 67'232 | 67'232 | 42'164 CHF | 43'039 CHF | 100.00% | 100.00% |
04.07.2024 | 2.40% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 30'467 CHF | 31'152 CHF | 100.00% | 100.00% |
03.07.2024 | 2.35% | 0.63 CHF | 0.64 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 43'220 CHF | 44'095 CHF | 100.00% | 100.00% |
02.07.2024 | 2.10% | 0.70 CHF | 0.71 CHF | 151'000 | 151'000 | 67'879 | 67'879 | 49'119 CHF | 50'001 CHF | 100.00% | 100.00% |