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 | 3.79% | 0.51 CHF | 0.52 CHF | 124'000 | 124'000 | 55'330 | 55'330 | 26'771 CHF | 27'608 CHF | 100.00% | 100.00% |
12.07.2024 | 3.95% | 0.44 CHF | 0.45 CHF | 120'000 | 120'000 | 54'570 | 54'570 | 24'560 CHF | 25'386 CHF | 100.00% | 100.00% |
11.07.2024 | 3.58% | 0.46 CHF | 0.47 CHF | 122'000 | 122'000 | 55'044 | 55'044 | 26'591 CHF | 27'426 CHF | 99.81% | 99.81% |
10.07.2024 | 3.54% | 0.53 CHF | 0.54 CHF | 124'000 | 124'000 | 55'238 | 55'238 | 28'131 CHF | 28'967 CHF | 100.00% | 100.00% |
09.07.2024 | 3.82% | 0.45 CHF | 0.46 CHF | 120'000 | 120'000 | 54'665 | 54'665 | 24'985 CHF | 25'815 CHF | 99.72% | 99.72% |
08.07.2024 | 6.28% | 0.46 CHF | 0.47 CHF | 122'000 | 122'000 | 53'734 | 53'734 | 20'909 CHF | 21'881 CHF | 100.00% | 100.00% |
05.07.2024 | 6.26% | 0.37 CHF | 0.38 CHF | 118'000 | 118'000 | 53'094 | 53'094 | 19'511 CHF | 20'479 CHF | 99.70% | 99.70% |
04.07.2024 | 6.70% | 0.36 CHF | 0.38 CHF | 48'000 | 48'000 | 38'292 | 38'292 | 14'032 CHF | 14'958 CHF | 99.81% | 99.81% |