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 | 2.69% | 0.90 CHF | 0.91 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 47'622 CHF | 48'598 CHF | 100.00% | 100.00% |
12.07.2024 | 1.95% | 0.88 CHF | 0.89 CHF | 120'000 | 120'000 | 54'681 | 54'681 | 49'803 CHF | 50'633 CHF | 100.00% | 100.00% |
11.07.2024 | 1.86% | 0.95 CHF | 0.96 CHF | 122'000 | 122'000 | 55'189 | 55'189 | 52'791 CHF | 53'628 CHF | 99.83% | 99.83% |
10.07.2024 | 1.89% | 0.96 CHF | 0.97 CHF | 122'000 | 122'000 | 54'891 | 54'891 | 52'122 CHF | 52'955 CHF | 100.00% | 100.00% |
09.07.2024 | 2.65% | 0.91 CHF | 0.92 CHF | 120'000 | 120'000 | 53'754 | 53'754 | 47'391 CHF | 48'363 CHF | 99.77% | 99.77% |
08.07.2024 | 2.88% | 0.84 CHF | 0.85 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 43'131 CHF | 44'099 CHF | 100.00% | 100.00% |
05.07.2024 | 2.91% | 0.82 CHF | 0.83 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 42'252 CHF | 43'199 CHF | 99.81% | 99.81% |
04.07.2024 | 3.15% | 0.79 CHF | 0.81 CHF | 47'000 | 47'000 | 37'434 | 37'434 | 29'605 CHF | 30'508 CHF | 99.98% | 99.98% |
03.07.2024 | 2.97% | 0.80 CHF | 0.81 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 40'596 CHF | 41'539 CHF | 99.98% | 99.98% |
02.07.2024 | 3.00% | 0.78 CHF | 0.79 CHF | 116'000 | 116'000 | 51'750 | 51'750 | 40'099 CHF | 41'036 CHF | 100.00% | 100.00% |