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 | 3.18% | 0.48 CHF | 0.49 CHF | 152'000 | 152'000 | 68'064 | 68'064 | 32'802 CHF | 33'686 CHF | 100.00% | 100.00% |
12.07.2024 | 2.90% | 0.50 CHF | 0.51 CHF | 153'000 | 153'000 | 69'072 | 69'072 | 35'903 CHF | 36'802 CHF | 100.00% | 100.00% |
11.07.2024 | 2.77% | 0.56 CHF | 0.57 CHF | 155'000 | 155'000 | 69'490 | 69'490 | 38'792 CHF | 39'695 CHF | 99.99% | 99.99% |
10.07.2024 | 3.16% | 0.57 CHF | 0.58 CHF | 154'000 | 154'000 | 67'942 | 67'942 | 35'692 CHF | 36'582 CHF | 100.00% | 100.00% |
09.07.2024 | 3.45% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 67'494 | 67'494 | 30'330 CHF | 31'208 CHF | 100.00% | 100.00% |
08.07.2024 | 3.65% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 67'293 | 67'293 | 28'410 CHF | 29'286 CHF | 100.00% | 100.00% |
05.07.2024 | 3.53% | 0.43 CHF | 0.44 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 29'339 CHF | 30'214 CHF | 100.00% | 100.00% |
04.07.2024 | 3.41% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 21'278 CHF | 21'963 CHF | 100.00% | 100.00% |
03.07.2024 | 3.32% | 0.44 CHF | 0.45 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 30'295 CHF | 31'170 CHF | 100.00% | 100.00% |
02.07.2024 | 2.84% | 0.51 CHF | 0.52 CHF | 151'000 | 151'000 | 67'878 | 67'878 | 36'057 CHF | 36'939 CHF | 100.00% | 100.00% |