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 | 3.04% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 54'046 | 54'046 | 42'163 CHF | 43'139 CHF | 100.00% | 100.00% |
12.07.2024 | 2.19% | 0.78 CHF | 0.79 CHF | 120'000 | 120'000 | 54'677 | 54'677 | 44'308 CHF | 45'138 CHF | 100.00% | 100.00% |
11.07.2024 | 2.07% | 0.85 CHF | 0.86 CHF | 122'000 | 122'000 | 55'189 | 55'189 | 47'240 CHF | 48'077 CHF | 99.83% | 99.83% |
10.07.2024 | 2.12% | 0.86 CHF | 0.87 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 46'587 CHF | 47'420 CHF | 100.00% | 100.00% |
09.07.2024 | 2.99% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 53'762 | 53'762 | 41'999 CHF | 42'972 CHF | 99.74% | 99.74% |
08.07.2024 | 3.29% | 0.74 CHF | 0.75 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 37'786 CHF | 38'754 CHF | 100.00% | 100.00% |
05.07.2024 | 3.33% | 0.72 CHF | 0.73 CHF | 118'000 | 118'000 | 52'342 | 52'342 | 36'962 CHF | 37'909 CHF | 99.81% | 99.81% |
04.07.2024 | 3.61% | 0.69 CHF | 0.71 CHF | 47'000 | 47'000 | 37'435 | 37'435 | 25'831 CHF | 26'734 CHF | 99.98% | 99.98% |
03.07.2024 | 3.41% | 0.70 CHF | 0.71 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 35'330 CHF | 36'273 CHF | 99.98% | 99.98% |
02.07.2024 | 3.45% | 0.68 CHF | 0.69 CHF | 116'000 | 116'000 | 51'747 | 51'747 | 34'870 CHF | 35'808 CHF | 99.98% | 99.98% |