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 | 3.38% | 0.58 CHF | 0.59 CHF | 69'000 | 69'000 | 28'147 | 28'147 | 15'063 CHF | 15'474 CHF | 98.37% | 98.37% |
12.07.2024 | 2.94% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 31'599 | 31'599 | 16'347 CHF | 16'759 CHF | 100.00% | 100.00% |
11.07.2024 | 3.04% | 0.52 CHF | 0.53 CHF | 70'000 | 70'000 | 31'561 | 31'480 | 15'964 CHF | 16'333 CHF | 100.00% | 100.00% |
10.07.2024 | 3.39% | 0.46 CHF | 0.47 CHF | 70'000 | 70'000 | 31'852 | 31'852 | 14'301 CHF | 14'716 CHF | 100.00% | 100.00% |
09.07.2024 | 3.95% | 0.39 CHF | 0.40 CHF | 72'000 | 72'000 | 32'189 | 32'241 | 12'135 CHF | 12'574 CHF | 100.00% | 100.00% |
08.07.2024 | 3.98% | 0.44 CHF | 0.45 CHF | 71'000 | 71'000 | 32'059 | 31'690 | 13'088 CHF | 13'361 CHF | 100.00% | 100.00% |
05.07.2024 | 3.72% | 0.35 CHF | 0.36 CHF | 72'000 | 72'000 | 32'136 | 32'136 | 12'542 CHF | 12'960 CHF | 99.62% | 99.62% |
04.07.2024 | 3.56% | 0.43 CHF | 0.44 CHF | 29'000 | 29'000 | 23'156 | 23'156 | 9'850 CHF | 10'177 CHF | 99.60% | 99.60% |
03.07.2024 | 3.82% | 0.41 CHF | 0.42 CHF | 71'000 | 68'770 | 32'037 | 31'965 | 12'903 CHF | 13'290 CHF | 100.00% | 100.00% |
02.07.2024 | 4.29% | 0.35 CHF | 0.36 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 11'457 CHF | 11'876 CHF | 100.00% | 100.00% |