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 | 2.16% | 0.87 CHF | 0.88 CHF | 124'000 | 124'000 | 55'331 | 55'331 | 46'600 CHF | 47'437 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 54'571 | 54'571 | 44'089 CHF | 44'914 CHF | 100.00% | 100.00% |
11.07.2024 | 2.09% | 0.81 CHF | 0.82 CHF | 122'000 | 122'000 | 55'044 | 55'044 | 46'338 CHF | 47'173 CHF | 99.83% | 99.83% |
10.07.2024 | 2.08% | 0.89 CHF | 0.90 CHF | 124'000 | 124'000 | 55'239 | 55'239 | 47'968 CHF | 48'804 CHF | 100.00% | 100.00% |
09.07.2024 | 2.17% | 0.81 CHF | 0.82 CHF | 120'000 | 120'000 | 54'663 | 54'663 | 44'624 CHF | 45'455 CHF | 99.73% | 99.73% |
08.07.2024 | 3.19% | 0.82 CHF | 0.83 CHF | 122'000 | 122'000 | 53'729 | 53'729 | 40'213 CHF | 41'186 CHF | 99.99% | 99.99% |
05.07.2024 | 3.19% | 0.73 CHF | 0.74 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 38'586 CHF | 39'553 CHF | 99.71% | 99.71% |
04.07.2024 | 3.43% | 0.72 CHF | 0.74 CHF | 48'000 | 48'000 | 38'292 | 38'292 | 27'833 CHF | 28'758 CHF | 99.81% | 99.81% |