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 | 3.16% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 54'047 | 54'047 | 38'196 CHF | 39'172 CHF | 100.00% | 100.00% |
12.07.2024 | 2.61% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 54'677 | 54'677 | 37'357 CHF | 38'187 CHF | 100.00% | 100.00% |
11.07.2024 | 2.79% | 0.64 CHF | 0.65 CHF | 122'000 | 122'000 | 55'183 | 55'183 | 35'253 CHF | 36'090 CHF | 99.81% | 99.81% |
10.07.2024 | 2.70% | 0.64 CHF | 0.65 CHF | 122'000 | 122'000 | 54'884 | 54'884 | 35'800 CHF | 36'632 CHF | 99.99% | 99.99% |
09.07.2024 | 3.18% | 0.69 CHF | 0.70 CHF | 120'000 | 120'000 | 53'755 | 53'755 | 38'332 CHF | 39'304 CHF | 99.77% | 99.77% |
08.07.2024 | 2.91% | 0.76 CHF | 0.77 CHF | 118'000 | 118'000 | 53'240 | 53'240 | 41'719 CHF | 42'687 CHF | 100.00% | 100.00% |
05.07.2024 | 2.87% | 0.78 CHF | 0.79 CHF | 118'000 | 118'000 | 52'336 | 52'336 | 41'412 CHF | 42'359 CHF | 99.81% | 99.81% |
04.07.2024 | 3.09% | 0.81 CHF | 0.83 CHF | 47'000 | 47'000 | 37'434 | 37'434 | 30'265 CHF | 31'167 CHF | 99.98% | 99.98% |
03.07.2024 | 2.77% | 0.81 CHF | 0.82 CHF | 116'000 | 116'000 | 52'038 | 52'038 | 43'094 CHF | 44'037 CHF | 99.98% | 99.98% |
02.07.2024 | 2.74% | 0.83 CHF | 0.84 CHF | 116'000 | 116'000 | 51'751 | 51'751 | 43'324 CHF | 44'261 CHF | 100.00% | 100.00% |