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 | 4.16% | 0.52 CHF | 0.53 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 28'627 CHF | 29'603 CHF | 100.00% | 100.00% |
12.07.2024 | 3.50% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 54'677 | 54'677 | 27'692 CHF | 28'522 CHF | 100.00% | 100.00% |
11.07.2024 | 3.85% | 0.46 CHF | 0.47 CHF | 122'000 | 122'000 | 55'172 | 55'172 | 25'451 CHF | 26'288 CHF | 99.83% | 99.83% |
10.07.2024 | 3.69% | 0.46 CHF | 0.47 CHF | 122'000 | 122'000 | 54'891 | 54'891 | 25'987 CHF | 26'820 CHF | 100.00% | 100.00% |
09.07.2024 | 4.21% | 0.51 CHF | 0.52 CHF | 120'000 | 120'000 | 53'765 | 53'765 | 28'731 CHF | 29'703 CHF | 99.73% | 99.73% |
08.07.2024 | 3.74% | 0.59 CHF | 0.60 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 32'254 CHF | 33'222 CHF | 100.00% | 100.00% |
05.07.2024 | 3.68% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 52'334 | 52'334 | 32'081 CHF | 33'028 CHF | 99.81% | 99.81% |
04.07.2024 | 3.94% | 0.64 CHF | 0.66 CHF | 47'000 | 47'000 | 37'434 | 37'434 | 23'679 CHF | 24'582 CHF | 99.98% | 99.98% |
03.07.2024 | 3.51% | 0.63 CHF | 0.64 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 33'817 CHF | 34'760 CHF | 99.98% | 99.98% |
02.07.2024 | 3.46% | 0.65 CHF | 0.66 CHF | 116'000 | 116'000 | 51'750 | 51'750 | 34'076 CHF | 35'014 CHF | 100.00% | 100.00% |