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 | 5.62% | 0.31 CHF | 0.32 CHF | 176'000 | 176'000 | 78'924 | 78'924 | 24'629 CHF | 25'825 CHF | 100.00% | 100.00% |
12.07.2024 | 5.32% | 0.31 CHF | 0.32 CHF | 176'000 | 176'000 | 78'930 | 78'930 | 25'528 CHF | 26'723 CHF | 100.00% | 100.00% |
11.07.2024 | 4.98% | 0.34 CHF | 0.35 CHF | 178'000 | 178'000 | 80'030 | 80'030 | 27'931 CHF | 29'145 CHF | 99.82% | 99.82% |
10.07.2024 | 4.98% | 0.37 CHF | 0.38 CHF | 178'000 | 178'000 | 80'074 | 80'074 | 28'787 CHF | 30'002 CHF | 100.00% | 100.00% |
09.07.2024 | 5.14% | 0.35 CHF | 0.36 CHF | 178'000 | 178'000 | 79'294 | 79'294 | 27'346 CHF | 28'545 CHF | 99.73% | 99.73% |
08.07.2024 | 5.58% | 0.34 CHF | 0.35 CHF | 176'000 | 176'000 | 78'692 | 78'692 | 25'447 CHF | 26'638 CHF | 100.00% | 100.00% |
05.07.2024 | 5.35% | 0.34 CHF | 0.35 CHF | 176'000 | 176'000 | 78'651 | 78'651 | 26'157 CHF | 27'351 CHF | 99.70% | 99.70% |
04.07.2024 | 6.00% | 0.32 CHF | 0.34 CHF | 70'000 | 70'000 | 56'630 | 56'630 | 18'347 CHF | 19'479 CHF | 100.00% | 100.00% |
03.07.2024 | 5.26% | 0.32 CHF | 0.33 CHF | 174'000 | 174'000 | 78'636 | 78'636 | 25'924 CHF | 27'117 CHF | 99.99% | 99.99% |
02.07.2024 | 5.24% | 0.34 CHF | 0.35 CHF | 176'000 | 176'000 | 78'606 | 78'606 | 26'468 CHF | 27'658 CHF | 100.00% | 100.00% |