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 | 1.67% | 0.54 CHF | 0.55 CHF | 160'000 | 160'000 | 158'850 | 158'850 | 94'612 CHF | 96'201 CHF | 100.00% | 100.00% |
12.07.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 158'000 | 158'000 | 159'629 | 159'629 | 94'941 CHF | 96'537 CHF | 99.99% | 99.99% |
11.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 160'000 | 160'000 | 159'958 | 159'958 | 89'274 CHF | 90'875 CHF | 99.81% | 99.81% |
10.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 160'000 | 160'000 | 161'983 | 161'983 | 86'119 CHF | 87'738 CHF | 100.00% | 100.00% |
09.07.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 162'000 | 162'000 | 160'616 | 160'616 | 88'036 CHF | 89'644 CHF | 99.73% | 99.73% |
08.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 162'000 | 162'000 | 161'474 | 161'474 | 86'545 CHF | 88'160 CHF | 100.00% | 100.00% |
05.07.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 162'000 | 162'000 | 161'782 | 161'782 | 86'746 CHF | 88'364 CHF | 99.81% | 99.81% |
04.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 162'000 | 162'000 | 161'416 | 161'416 | 87'381 CHF | 88'995 CHF | 100.00% | 100.00% |
03.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 84'323 CHF | 85'943 CHF | 100.00% | 100.00% |
02.07.2024 | 2.03% | 0.52 CHF | 0.53 CHF | 162'000 | 162'000 | 163'208 | 163'208 | 79'689 CHF | 81'322 CHF | 100.00% | 100.00% |