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 | 2.70% | 0.32 CHF | 0.33 CHF | 160'000 | 160'000 | 158'850 | 158'850 | 58'180 CHF | 59'769 CHF | 100.00% | 100.00% |
12.07.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 158'000 | 158'000 | 159'629 | 159'629 | 58'259 CHF | 59'855 CHF | 99.99% | 99.99% |
11.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 159'958 | 159'958 | 52'554 CHF | 54'155 CHF | 99.85% | 99.85% |
10.07.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 160'000 | 160'000 | 161'983 | 161'983 | 48'903 CHF | 50'523 CHF | 100.00% | 100.00% |
09.07.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 162'000 | 162'000 | 160'616 | 160'616 | 51'142 CHF | 52'750 CHF | 99.73% | 99.73% |
08.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 162'000 | 162'000 | 161'474 | 161'474 | 49'424 CHF | 51'039 CHF | 100.00% | 100.00% |
05.07.2024 | 3.21% | 0.29 CHF | 0.30 CHF | 162'000 | 162'000 | 161'782 | 161'782 | 49'580 CHF | 51'197 CHF | 99.81% | 99.81% |
04.07.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 162'000 | 162'000 | 161'416 | 161'416 | 50'366 CHF | 51'980 CHF | 100.00% | 100.00% |
03.07.2024 | 3.39% | 0.31 CHF | 0.32 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 47'070 CHF | 48'690 CHF | 100.00% | 100.00% |
02.07.2024 | 3.82% | 0.29 CHF | 0.30 CHF | 162'000 | 162'000 | 163'208 | 163'208 | 42'086 CHF | 43'718 CHF | 100.00% | 100.00% |