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 | 4.01% | 0.61 CHF | 0.62 CHF | 120'000 | 120'000 | 54'041 | 54'041 | 32'239 CHF | 33'215 CHF | 99.99% | 99.99% |
12.07.2024 | 2.82% | 0.60 CHF | 0.61 CHF | 120'000 | 120'000 | 54'679 | 54'679 | 34'355 CHF | 35'185 CHF | 100.00% | 100.00% |
11.07.2024 | 2.62% | 0.67 CHF | 0.68 CHF | 122'000 | 122'000 | 55'189 | 55'189 | 37'173 CHF | 38'009 CHF | 99.83% | 99.83% |
10.07.2024 | 2.69% | 0.68 CHF | 0.69 CHF | 122'000 | 122'000 | 54'892 | 54'892 | 36'551 CHF | 37'384 CHF | 100.00% | 100.00% |
09.07.2024 | 3.90% | 0.63 CHF | 0.64 CHF | 120'000 | 120'000 | 53'755 | 53'755 | 32'198 CHF | 33'171 CHF | 99.77% | 99.77% |
08.07.2024 | 4.43% | 0.55 CHF | 0.56 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 28'039 CHF | 29'007 CHF | 100.00% | 100.00% |
05.07.2024 | 4.50% | 0.54 CHF | 0.55 CHF | 118'000 | 118'000 | 52'342 | 52'342 | 27'371 CHF | 28'318 CHF | 99.81% | 99.81% |
04.07.2024 | 4.88% | 0.51 CHF | 0.53 CHF | 47'000 | 47'000 | 37'434 | 37'434 | 18'973 CHF | 19'876 CHF | 99.98% | 99.98% |
03.07.2024 | 4.68% | 0.52 CHF | 0.53 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 25'639 CHF | 26'582 CHF | 99.98% | 99.98% |
02.07.2024 | 4.75% | 0.50 CHF | 0.51 CHF | 116'000 | 116'000 | 51'750 | 51'750 | 25'244 CHF | 26'182 CHF | 100.00% | 100.00% |