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 | 2.80% | 0.63 CHF | 0.64 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 50'103 CHF | 51'298 CHF | 100.00% | 100.00% |
12.07.2024 | 2.71% | 0.64 CHF | 0.65 CHF | 176'000 | 176'000 | 78'930 | 78'930 | 51'204 CHF | 52'399 CHF | 100.00% | 100.00% |
11.07.2024 | 2.62% | 0.67 CHF | 0.68 CHF | 178'000 | 178'000 | 80'028 | 80'028 | 53'943 CHF | 55'156 CHF | 99.83% | 99.83% |
10.07.2024 | 2.61% | 0.69 CHF | 0.70 CHF | 178'000 | 178'000 | 80'073 | 80'073 | 55'025 CHF | 56'240 CHF | 100.00% | 100.00% |
09.07.2024 | 2.65% | 0.67 CHF | 0.68 CHF | 178'000 | 178'000 | 79'278 | 79'278 | 53'339 CHF | 54'538 CHF | 99.77% | 99.77% |
08.07.2024 | 2.80% | 0.66 CHF | 0.67 CHF | 176'000 | 176'000 | 78'690 | 78'690 | 50'731 CHF | 51'922 CHF | 100.00% | 100.00% |
05.07.2024 | 2.73% | 0.66 CHF | 0.67 CHF | 176'000 | 176'000 | 78'654 | 78'654 | 51'654 CHF | 52'848 CHF | 99.70% | 99.70% |
04.07.2024 | 3.03% | 0.65 CHF | 0.67 CHF | 70'000 | 70'000 | 56'629 | 56'629 | 36'818 CHF | 37'951 CHF | 100.00% | 100.00% |
03.07.2024 | 2.69% | 0.65 CHF | 0.66 CHF | 174'000 | 174'000 | 78'639 | 78'639 | 51'557 CHF | 52'750 CHF | 99.99% | 99.99% |
02.07.2024 | 2.68% | 0.67 CHF | 0.68 CHF | 176'000 | 176'000 | 78'606 | 78'606 | 52'347 CHF | 53'537 CHF | 100.00% | 100.00% |