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 | 4.79% | 0.31 CHF | 0.32 CHF | 69'000 | 69'000 | 28'177 | 28'177 | 10'088 CHF | 10'499 CHF | 98.13% | 98.13% |
12.07.2024 | 4.04% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 31'598 | 31'598 | 11'955 CHF | 12'367 CHF | 100.00% | 100.00% |
11.07.2024 | 3.84% | 0.37 CHF | 0.38 CHF | 70'000 | 70'000 | 31'550 | 31'550 | 12'341 CHF | 12'753 CHF | 99.97% | 99.97% |
10.07.2024 | 3.38% | 0.44 CHF | 0.45 CHF | 70'000 | 70'000 | 31'836 | 31'836 | 14'359 CHF | 14'774 CHF | 100.00% | 100.00% |
09.07.2024 | 2.97% | 0.51 CHF | 0.52 CHF | 72'000 | 72'000 | 32'256 | 32'256 | 16'831 CHF | 17'250 CHF | 100.00% | 100.00% |
08.07.2024 | 2.97% | 0.46 CHF | 0.47 CHF | 71'000 | 71'000 | 32'062 | 32'062 | 15'728 CHF | 16'145 CHF | 99.70% | 99.70% |
05.07.2024 | 3.12% | 0.55 CHF | 0.56 CHF | 72'000 | 72'000 | 32'243 | 32'243 | 16'500 CHF | 16'918 CHF | 99.89% | 99.89% |
04.07.2024 | 3.12% | 0.47 CHF | 0.48 CHF | 29'000 | 29'000 | 23'136 | 23'136 | 11'063 CHF | 11'390 CHF | 100.00% | 100.00% |
03.07.2024 | 3.00% | 0.50 CHF | 0.51 CHF | 71'000 | 71'000 | 32'037 | 32'037 | 16'143 CHF | 16'560 CHF | 100.00% | 100.00% |
02.07.2024 | 2.76% | 0.56 CHF | 0.57 CHF | 72'000 | 72'000 | 32'274 | 32'274 | 17'871 CHF | 18'290 CHF | 100.00% | 100.00% |