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 | 2.58% | 0.85 CHF | 0.86 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 60'920 CHF | 62'180 CHF | 100.00% | 100.00% |
12.07.2024 | 2.55% | 0.87 CHF | 0.88 CHF | 155'000 | 155'000 | 68'429 | 68'429 | 61'289 CHF | 62'524 CHF | 99.98% | 99.98% |
11.07.2024 | 2.50% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 67'391 | 67'391 | 62'337 CHF | 63'560 CHF | 99.82% | 99.82% |
10.07.2024 | 2.52% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 67'391 | 67'391 | 61'914 CHF | 63'138 CHF | 100.00% | 100.00% |
09.07.2024 | 3.17% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 67'448 | 67'448 | 64'289 CHF | 65'847 CHF | 99.72% | 99.72% |
08.07.2024 | 2.70% | 1.04 CHF | 1.05 CHF | 145'000 | 145'000 | 66'585 | 66'585 | 66'040 CHF | 67'414 CHF | 99.92% | 99.92% |
05.07.2024 | 2.47% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 67'184 | 67'184 | 62'461 CHF | 63'684 CHF | 99.68% | 99.68% |
04.07.2024 | 3.01% | 0.95 CHF | 0.97 CHF | 60'000 | 60'000 | 48'306 | 48'306 | 45'660 CHF | 46'964 CHF | 99.95% | 99.95% |
03.07.2024 | 3.19% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 67'367 | 67'367 | 63'735 CHF | 65'305 CHF | 100.00% | 100.00% |
02.07.2024 | 3.17% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 66'992 | 66'992 | 65'743 CHF | 67'309 CHF | 100.00% | 100.00% |