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 | 2.08% | 0.49 CHF | 0.50 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 78'048 CHF | 79'688 CHF | 100.00% | 100.00% |
12.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 79'627 CHF | 81'267 CHF | 100.00% | 100.00% |
11.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 164'000 | 164'000 | 163'858 | 163'858 | 83'303 CHF | 84'943 CHF | 99.99% | 99.99% |
10.07.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 91'083 CHF | 92'723 CHF | 100.00% | 100.00% |
09.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 164'000 | 164'000 | 164'842 | 164'842 | 95'859 CHF | 97'510 CHF | 100.00% | 100.00% |
08.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 164'000 | 164'000 | 164'124 | 164'124 | 90'300 CHF | 91'942 CHF | 100.00% | 100.00% |
05.07.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 91'311 CHF | 92'951 CHF | 100.00% | 100.00% |
04.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 164'000 | 164'000 | 164'000 | 164'000 | 88'764 CHF | 90'404 CHF | 100.00% | 100.00% |
03.07.2024 | 1.73% | 0.55 CHF | 0.56 CHF | 164'000 | 164'000 | 164'553 | 164'553 | 94'264 CHF | 95'909 CHF | 100.00% | 100.00% |
02.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 173'000 | 173'000 | 173'000 | 173'000 | 108'189 CHF | 109'919 CHF | 100.00% | 100.00% |