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 | 3.04% | 0.35 CHF | 0.36 CHF | 91'000 | 91'000 | 41'375 | 41'375 | 13'753 CHF | 14'168 CHF | 98.71% | 100.00% |
12.07.2024 | 3.85% | 0.29 CHF | 0.30 CHF | 93'000 | 93'000 | 42'268 | 42'268 | 11'306 CHF | 11'730 CHF | 100.00% | 100.00% |
11.07.2024 | 4.61% | 0.26 CHF | 0.27 CHF | 94'000 | 94'000 | 42'453 | 42'453 | 10'335 CHF | 10'795 CHF | 100.00% | 100.00% |
10.07.2024 | 6.33% | 0.21 CHF | 0.22 CHF | 95'000 | 95'000 | 42'688 | 42'688 | 8'951 CHF | 9'488 CHF | 99.90% | 99.90% |
09.07.2024 | 4.24% | 0.21 CHF | 0.22 CHF | 95'000 | 95'000 | 42'623 | 42'623 | 9'790 CHF | 10'217 CHF | 100.00% | 100.00% |
08.07.2024 | 6.38% | 0.23 CHF | 0.24 CHF | 95'000 | 95'000 | 42'499 | 42'499 | 9'495 CHF | 10'031 CHF | 100.00% | 100.00% |
05.07.2024 | 6.70% | 0.19 CHF | 0.20 CHF | 96'000 | 96'000 | 42'812 | 42'812 | 8'449 CHF | 8'988 CHF | 99.90% | 99.90% |
04.07.2024 | 7.10% | 0.21 CHF | 0.22 CHF | 38'000 | 38'000 | 30'559 | 30'559 | 6'238 CHF | 6'696 CHF | 100.00% | 100.00% |