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 | 5.09% | 0.43 CHF | 0.45 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 27'740 CHF | 29'182 CHF | 100.00% | 100.00% |
12.07.2024 | 4.89% | 0.36 CHF | 0.38 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 28'827 CHF | 30'268 CHF | 100.00% | 100.00% |
11.07.2024 | 4.24% | 0.40 CHF | 0.42 CHF | 72'000 | 72'000 | 72'853 | 72'853 | 33'780 CHF | 35'238 CHF | 99.99% | 99.99% |
10.07.2024 | 3.55% | 0.54 CHF | 0.56 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 40'979 CHF | 42'459 CHF | 100.00% | 100.00% |
09.07.2024 | 3.62% | 0.59 CHF | 0.61 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 40'264 CHF | 41'747 CHF | 99.73% | 99.73% |
08.07.2024 | 3.63% | 0.55 CHF | 0.57 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 40'050 CHF | 41'530 CHF | 99.29% | 99.29% |
05.07.2024 | 3.90% | 0.54 CHF | 0.56 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 37'004 CHF | 38'474 CHF | 100.00% | 100.00% |
04.07.2024 | 3.73% | 0.52 CHF | 0.54 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 38'975 CHF | 40'455 CHF | 99.61% | 99.61% |
03.07.2024 | 3.55% | 0.55 CHF | 0.57 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 41'109 CHF | 42'594 CHF | 100.00% | 100.00% |
02.07.2024 | 3.08% | 0.62 CHF | 0.64 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 48'284 CHF | 49'792 CHF | 100.00% | 100.00% |