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 | 4.02% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 32'095 CHF | 33'071 CHF | 100.00% | 100.00% |
12.07.2024 | 2.83% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 54'679 | 54'679 | 34'186 CHF | 35'016 CHF | 100.00% | 100.00% |
11.07.2024 | 2.64% | 0.67 CHF | 0.68 CHF | 122'000 | 122'000 | 55'177 | 55'177 | 36'980 CHF | 37'817 CHF | 99.81% | 99.81% |
10.07.2024 | 2.71% | 0.68 CHF | 0.69 CHF | 122'000 | 122'000 | 54'891 | 54'891 | 36'320 CHF | 37'152 CHF | 100.00% | 100.00% |
09.07.2024 | 3.94% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 53'764 | 53'764 | 31'968 CHF | 32'941 CHF | 99.73% | 99.73% |
08.07.2024 | 4.45% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 27'926 CHF | 28'894 CHF | 100.00% | 100.00% |
05.07.2024 | 4.52% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 52'340 | 52'340 | 27'285 CHF | 28'232 CHF | 99.81% | 99.81% |
04.07.2024 | 4.89% | 0.51 CHF | 0.53 CHF | 47'000 | 47'000 | 37'434 | 37'434 | 18'936 CHF | 19'839 CHF | 99.98% | 99.98% |
03.07.2024 | 4.70% | 0.51 CHF | 0.52 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 25'561 CHF | 26'504 CHF | 99.98% | 99.98% |
02.07.2024 | 4.78% | 0.50 CHF | 0.51 CHF | 116'000 | 116'000 | 51'750 | 51'750 | 25'128 CHF | 26'065 CHF | 100.00% | 100.00% |