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 | 2.42% | 0.78 CHF | 0.79 CHF | 124'000 | 124'000 | 55'330 | 55'330 | 41'623 CHF | 42'460 CHF | 100.00% | 100.00% |
12.07.2024 | 2.49% | 0.71 CHF | 0.72 CHF | 120'000 | 120'000 | 54'575 | 54'575 | 39'211 CHF | 40'037 CHF | 100.00% | 100.00% |
11.07.2024 | 2.33% | 0.72 CHF | 0.73 CHF | 122'000 | 122'000 | 55'030 | 55'030 | 41'397 CHF | 42'232 CHF | 99.83% | 99.83% |
10.07.2024 | 2.32% | 0.80 CHF | 0.81 CHF | 124'000 | 124'000 | 55'240 | 55'240 | 43'006 CHF | 43'842 CHF | 100.00% | 100.00% |
09.07.2024 | 2.43% | 0.72 CHF | 0.73 CHF | 120'000 | 120'000 | 54'665 | 54'665 | 39'711 CHF | 40'542 CHF | 99.73% | 99.73% |
08.07.2024 | 3.64% | 0.73 CHF | 0.74 CHF | 122'000 | 122'000 | 53'734 | 53'734 | 35'391 CHF | 36'363 CHF | 100.00% | 100.00% |
05.07.2024 | 3.64% | 0.64 CHF | 0.65 CHF | 118'000 | 118'000 | 53'098 | 53'098 | 33'816 CHF | 34'783 CHF | 99.70% | 99.70% |
04.07.2024 | 3.91% | 0.63 CHF | 0.65 CHF | 48'000 | 48'000 | 38'292 | 38'292 | 24'379 CHF | 25'305 CHF | 99.81% | 99.81% |