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 | 2.65% | 0.83 CHF | 0.84 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 59'273 CHF | 60'533 CHF | 100.00% | 100.00% |
12.07.2024 | 2.61% | 0.84 CHF | 0.85 CHF | 155'000 | 155'000 | 68'429 | 68'429 | 59'660 CHF | 60'896 CHF | 99.98% | 99.98% |
11.07.2024 | 2.58% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 67'391 | 67'391 | 60'547 CHF | 61'770 CHF | 99.82% | 99.82% |
10.07.2024 | 2.58% | 0.90 CHF | 0.91 CHF | 150'000 | 150'000 | 67'411 | 67'411 | 60'318 CHF | 61'542 CHF | 100.00% | 100.00% |
09.07.2024 | 3.25% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 67'443 | 67'443 | 62'583 CHF | 64'140 CHF | 99.77% | 99.77% |
08.07.2024 | 2.77% | 1.02 CHF | 1.03 CHF | 145'000 | 145'000 | 66'585 | 66'585 | 64'381 CHF | 65'756 CHF | 99.92% | 99.92% |
05.07.2024 | 2.54% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 67'201 | 67'201 | 60'842 CHF | 62'065 CHF | 99.70% | 99.70% |
04.07.2024 | 3.09% | 0.92 CHF | 0.94 CHF | 60'000 | 60'000 | 48'305 | 48'305 | 44'470 CHF | 45'774 CHF | 99.95% | 99.95% |
03.07.2024 | 3.27% | 0.91 CHF | 0.92 CHF | 150'000 | 150'000 | 67'368 | 67'368 | 62'020 CHF | 63'590 CHF | 100.00% | 100.00% |
02.07.2024 | 3.25% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 66'991 | 66'991 | 64'050 CHF | 65'616 CHF | 100.00% | 100.00% |