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 | 5.80% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 23'886 CHF | 25'081 CHF | 100.00% | 100.00% |
12.07.2024 | 5.47% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'928 | 78'928 | 24'776 CHF | 25'971 CHF | 100.00% | 100.00% |
11.07.2024 | 5.09% | 0.34 CHF | 0.35 CHF | 178'000 | 178'000 | 80'027 | 80'027 | 27'320 CHF | 28'534 CHF | 99.82% | 99.82% |
10.07.2024 | 5.12% | 0.36 CHF | 0.37 CHF | 178'000 | 178'000 | 80'075 | 80'075 | 28'053 CHF | 29'268 CHF | 100.00% | 100.00% |
09.07.2024 | 5.26% | 0.34 CHF | 0.35 CHF | 178'000 | 178'000 | 79'279 | 79'279 | 26'711 CHF | 27'910 CHF | 99.77% | 99.77% |
08.07.2024 | 5.76% | 0.33 CHF | 0.34 CHF | 176'000 | 176'000 | 78'691 | 78'691 | 24'696 CHF | 25'887 CHF | 100.00% | 100.00% |
05.07.2024 | 5.49% | 0.33 CHF | 0.34 CHF | 176'000 | 176'000 | 78'652 | 78'652 | 25'437 CHF | 26'631 CHF | 99.70% | 99.70% |
04.07.2024 | 6.17% | 0.31 CHF | 0.33 CHF | 70'000 | 70'000 | 56'629 | 56'629 | 17'855 CHF | 18'987 CHF | 100.00% | 100.00% |
03.07.2024 | 5.35% | 0.31 CHF | 0.32 CHF | 174'000 | 174'000 | 78'635 | 78'635 | 25'356 CHF | 26'548 CHF | 99.99% | 99.99% |
02.07.2024 | 5.38% | 0.33 CHF | 0.34 CHF | 176'000 | 176'000 | 78'606 | 78'606 | 25'733 CHF | 26'923 CHF | 100.00% | 100.00% |