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 | 4.38% | 0.40 CHF | 0.41 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 31'787 CHF | 32'983 CHF | 100.00% | 100.00% |
12.07.2024 | 4.20% | 0.40 CHF | 0.41 CHF | 176'000 | 176'000 | 78'929 | 78'929 | 32'674 CHF | 33'869 CHF | 100.00% | 100.00% |
11.07.2024 | 3.97% | 0.43 CHF | 0.44 CHF | 178'000 | 178'000 | 80'028 | 80'028 | 35'305 CHF | 36'519 CHF | 99.82% | 99.82% |
10.07.2024 | 3.99% | 0.46 CHF | 0.47 CHF | 178'000 | 178'000 | 80'075 | 80'075 | 36'088 CHF | 37'303 CHF | 100.00% | 100.00% |
09.07.2024 | 4.05% | 0.44 CHF | 0.45 CHF | 178'000 | 178'000 | 79'283 | 79'283 | 34'764 CHF | 35'963 CHF | 99.76% | 99.76% |
08.07.2024 | 4.37% | 0.43 CHF | 0.44 CHF | 176'000 | 176'000 | 78'691 | 78'691 | 32'577 CHF | 33'768 CHF | 100.00% | 100.00% |
05.07.2024 | 4.20% | 0.43 CHF | 0.44 CHF | 176'000 | 176'000 | 78'652 | 78'652 | 33'340 CHF | 34'533 CHF | 99.70% | 99.70% |
04.07.2024 | 4.70% | 0.41 CHF | 0.43 CHF | 70'000 | 70'000 | 56'630 | 56'630 | 23'593 CHF | 24'726 CHF | 100.00% | 100.00% |
03.07.2024 | 4.12% | 0.41 CHF | 0.42 CHF | 174'000 | 174'000 | 78'634 | 78'634 | 33'250 CHF | 34'442 CHF | 99.99% | 99.99% |
02.07.2024 | 4.13% | 0.43 CHF | 0.44 CHF | 176'000 | 176'000 | 78'606 | 78'606 | 33'724 CHF | 34'914 CHF | 100.00% | 100.00% |