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 | 3.29% | 0.54 CHF | 0.55 CHF | 176'000 | 176'000 | 78'923 | 78'923 | 42'500 CHF | 43'696 CHF | 100.00% | 100.00% |
12.07.2024 | 3.17% | 0.54 CHF | 0.55 CHF | 176'000 | 176'000 | 78'930 | 78'930 | 43'506 CHF | 44'701 CHF | 100.00% | 100.00% |
11.07.2024 | 3.06% | 0.57 CHF | 0.58 CHF | 178'000 | 178'000 | 80'029 | 80'029 | 46'058 CHF | 47'272 CHF | 99.82% | 99.82% |
10.07.2024 | 3.05% | 0.59 CHF | 0.60 CHF | 178'000 | 178'000 | 80'073 | 80'073 | 47'083 CHF | 48'298 CHF | 100.00% | 100.00% |
09.07.2024 | 3.10% | 0.58 CHF | 0.59 CHF | 178'000 | 178'000 | 79'295 | 79'295 | 45'488 CHF | 46'687 CHF | 99.73% | 99.73% |
08.07.2024 | 3.30% | 0.57 CHF | 0.58 CHF | 176'000 | 176'000 | 78'691 | 78'691 | 43'105 CHF | 44'296 CHF | 100.00% | 100.00% |
05.07.2024 | 3.21% | 0.56 CHF | 0.57 CHF | 176'000 | 176'000 | 78'650 | 78'650 | 43'887 CHF | 45'081 CHF | 99.70% | 99.70% |
04.07.2024 | 3.57% | 0.55 CHF | 0.57 CHF | 70'000 | 70'000 | 56'630 | 56'630 | 31'161 CHF | 32'294 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.55 CHF | 0.56 CHF | 174'000 | 174'000 | 78'639 | 78'639 | 43'783 CHF | 44'976 CHF | 99.99% | 99.99% |
02.07.2024 | 3.14% | 0.57 CHF | 0.58 CHF | 176'000 | 176'000 | 78'597 | 78'597 | 44'507 CHF | 45'697 CHF | 99.99% | 99.99% |