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 | 3.24% | 0.49 CHF | 0.50 CHF | 69'000 | 69'000 | 28'143 | 28'143 | 15'127 CHF | 15'538 CHF | 98.24% | 98.24% |
12.07.2024 | 2.75% | 0.55 CHF | 0.56 CHF | 70'000 | 70'000 | 31'598 | 31'598 | 17'628 CHF | 18'041 CHF | 100.00% | 100.00% |
11.07.2024 | 2.66% | 0.55 CHF | 0.56 CHF | 70'000 | 70'000 | 31'555 | 31'555 | 18'006 CHF | 18'418 CHF | 99.99% | 99.99% |
10.07.2024 | 2.43% | 0.62 CHF | 0.63 CHF | 70'000 | 70'000 | 31'836 | 31'836 | 20'099 CHF | 20'513 CHF | 100.00% | 100.00% |
09.07.2024 | 2.21% | 0.69 CHF | 0.70 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 22'640 CHF | 23'059 CHF | 100.00% | 100.00% |
08.07.2024 | 2.21% | 0.64 CHF | 0.65 CHF | 71'000 | 71'000 | 32'053 | 32'053 | 21'475 CHF | 21'891 CHF | 99.99% | 99.99% |
05.07.2024 | 2.29% | 0.73 CHF | 0.74 CHF | 72'000 | 72'000 | 32'244 | 32'244 | 22'308 CHF | 22'726 CHF | 99.89% | 99.89% |
04.07.2024 | 2.28% | 0.65 CHF | 0.66 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 15'233 CHF | 15'560 CHF | 100.00% | 100.00% |
03.07.2024 | 2.22% | 0.68 CHF | 0.69 CHF | 71'000 | 71'000 | 32'036 | 32'036 | 21'956 CHF | 22'373 CHF | 100.00% | 100.00% |
02.07.2024 | 2.08% | 0.74 CHF | 0.75 CHF | 72'000 | 72'000 | 32'273 | 32'273 | 23'746 CHF | 24'165 CHF | 100.00% | 100.00% |