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 | 1.43% | 0.75 CHF | 0.76 CHF | 156'000 | 156'000 | 71'157 | 71'157 | 51'096 CHF | 51'809 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 158'000 | 158'000 | 71'270 | 71'270 | 50'599 CHF | 51'313 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 160'000 | 160'000 | 72'745 | 72'745 | 47'457 CHF | 48'186 CHF | 99.99% | 99.99% |
10.07.2024 | 1.67% | 0.63 CHF | 0.64 CHF | 162'000 | 162'000 | 73'239 | 73'239 | 44'752 CHF | 45'486 CHF | 100.00% | 100.00% |
09.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 166'000 | 166'000 | 74'049 | 74'049 | 42'983 CHF | 43'725 CHF | 99.73% | 99.73% |
08.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 164'000 | 164'000 | 73'409 | 73'409 | 45'339 CHF | 46'076 CHF | 99.29% | 99.29% |
05.07.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 168'000 | 168'000 | 75'342 | 75'342 | 40'735 CHF | 41'489 CHF | 100.00% | 100.00% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 68'000 | 68'000 | 53'181 | 53'181 | 29'193 CHF | 29'725 CHF | 99.55% | 99.55% |
03.07.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 166'000 | 166'000 | 73'506 | 73'506 | 44'854 CHF | 45'590 CHF | 100.00% | 100.00% |
02.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 162'000 | 162'000 | 72'793 | 72'793 | 45'929 CHF | 46'658 CHF | 100.00% | 100.00% |