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 | 2.66% | 0.37 CHF | 0.38 CHF | 177'000 | 177'000 | 177'212 | 177'212 | 65'782 CHF | 67'554 CHF | 100.00% | 100.00% |
12.07.2024 | 3.37% | 0.27 CHF | 0.28 CHF | 172'000 | 172'000 | 172'000 | 172'000 | 50'253 CHF | 51'973 CHF | 100.00% | 100.00% |
11.07.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 172'000 | 172'000 | 172'913 | 172'913 | 53'464 CHF | 55'194 CHF | 99.85% | 99.85% |
10.07.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 177'000 | 177'000 | 177'000 | 177'000 | 65'089 CHF | 66'859 CHF | 100.00% | 100.00% |
09.07.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 177'000 | 177'000 | 176'787 | 176'787 | 62'713 CHF | 64'483 CHF | 99.73% | 99.73% |
08.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 177'000 | 177'000 | 177'000 | 177'000 | 62'662 CHF | 64'432 CHF | 99.99% | 99.99% |
05.07.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 177'000 | 177'000 | 173'490 | 173'490 | 55'490 CHF | 57'225 CHF | 99.80% | 99.80% |
04.07.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 177'000 | 177'000 | 175'297 | 175'297 | 56'317 CHF | 58'070 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 177'000 | 177'000 | 173'242 | 173'242 | 53'978 CHF | 55'711 CHF | 100.00% | 100.00% |
02.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 172'000 | 172'000 | 173'417 | 173'417 | 54'718 CHF | 56'452 CHF | 100.00% | 100.00% |