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 | 2.73% | 0.37 CHF | 0.38 CHF | 79'000 | 79'000 | 79'088 | 79'088 | 28'609 CHF | 29'400 CHF | 99.41% | 99.41% |
12.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 33'752 CHF | 34'554 CHF | 100.00% | 100.00% |
11.07.2024 | 2.23% | 0.40 CHF | 0.41 CHF | 80'000 | 80'000 | 80'890 | 80'890 | 36'243 CHF | 37'052 CHF | 99.84% | 99.84% |
10.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 82'000 | 82'000 | 81'882 | 81'882 | 41'217 CHF | 42'036 CHF | 100.00% | 100.00% |
09.07.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 39'583 CHF | 40'400 CHF | 99.73% | 99.73% |
08.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 39'351 CHF | 40'168 CHF | 99.42% | 99.42% |
05.07.2024 | 2.38% | 0.56 CHF | 0.57 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 33'912 CHF | 34'716 CHF | 99.27% | 99.27% |
04.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 28'906 CHF | 29'702 CHF | 100.00% | 100.00% |
03.07.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 39'416 CHF | 40'233 CHF | 100.00% | 100.00% |
02.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 56'686 CHF | 57'539 CHF | 100.00% | 100.00% |