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 | 2.43% | 0.99 CHF | 1.00 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 52'676 CHF | 53'652 CHF | 100.00% | 100.00% |
12.07.2024 | 1.77% | 0.98 CHF | 0.99 CHF | 120'000 | 120'000 | 54'678 | 54'678 | 55'066 CHF | 55'896 CHF | 100.00% | 100.00% |
11.07.2024 | 1.69% | 1.05 CHF | 1.06 CHF | 122'000 | 122'000 | 55'184 | 55'184 | 58'038 CHF | 58'875 CHF | 99.82% | 99.82% |
10.07.2024 | 1.72% | 1.06 CHF | 1.07 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 57'403 CHF | 58'236 CHF | 100.00% | 100.00% |
09.07.2024 | 2.38% | 1.01 CHF | 1.02 CHF | 120'000 | 120'000 | 53'763 | 53'763 | 52'618 CHF | 53'591 CHF | 99.73% | 99.73% |
08.07.2024 | 2.58% | 0.93 CHF | 0.94 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 48'229 CHF | 49'197 CHF | 100.00% | 100.00% |
05.07.2024 | 2.60% | 0.92 CHF | 0.93 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 47'245 CHF | 48'192 CHF | 99.81% | 99.81% |
04.07.2024 | 2.82% | 0.89 CHF | 0.91 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 33'199 CHF | 34'102 CHF | 99.98% | 99.98% |
03.07.2024 | 2.65% | 0.90 CHF | 0.91 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 45'491 CHF | 46'434 CHF | 99.98% | 99.98% |
02.07.2024 | 2.67% | 0.88 CHF | 0.89 CHF | 116'000 | 116'000 | 51'750 | 51'750 | 45'071 CHF | 46'008 CHF | 100.00% | 100.00% |