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 | 6.77% | 0.24 CHF | 0.25 CHF | 152'000 | 152'000 | 68'065 | 68'065 | 16'305 CHF | 17'257 CHF | 100.00% | 100.00% |
12.07.2024 | 5.33% | 0.26 CHF | 0.27 CHF | 153'000 | 153'000 | 69'075 | 69'075 | 19'023 CHF | 19'923 CHF | 100.00% | 100.00% |
11.07.2024 | 4.91% | 0.32 CHF | 0.33 CHF | 155'000 | 155'000 | 69'457 | 69'457 | 21'828 CHF | 22'731 CHF | 99.95% | 99.95% |
10.07.2024 | 6.24% | 0.33 CHF | 0.34 CHF | 154'000 | 154'000 | 67'997 | 67'997 | 19'143 CHF | 20'033 CHF | 99.71% | 99.71% |
09.07.2024 | 8.09% | 0.22 CHF | 0.23 CHF | 150'000 | 150'000 | 67'494 | 67'494 | 13'928 CHF | 14'878 CHF | 100.00% | 100.00% |
08.07.2024 | 9.19% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 67'291 | 67'291 | 12'085 CHF | 13'033 CHF | 100.00% | 100.00% |
05.07.2024 | 8.56% | 0.19 CHF | 0.20 CHF | 149'000 | 149'000 | 67'232 | 67'232 | 12'972 CHF | 13'920 CHF | 100.00% | 100.00% |
04.07.2024 | 8.54% | 0.20 CHF | 0.21 CHF | 60'000 | 60'000 | 48'296 | 48'296 | 9'556 CHF | 10'381 CHF | 100.00% | 100.00% |
03.07.2024 | 7.51% | 0.19 CHF | 0.20 CHF | 149'000 | 149'000 | 67'183 | 67'183 | 13'850 CHF | 14'797 CHF | 100.00% | 100.00% |
02.07.2024 | 5.16% | 0.26 CHF | 0.27 CHF | 151'000 | 151'000 | 67'832 | 67'832 | 19'406 CHF | 20'288 CHF | 99.94% | 99.94% |