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 | 3.11% | 0.70 CHF | 0.71 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 50'402 CHF | 51'661 CHF | 100.00% | 100.00% |
12.07.2024 | 3.05% | 0.71 CHF | 0.72 CHF | 155'000 | 155'000 | 68'429 | 68'429 | 50'981 CHF | 52'216 CHF | 99.98% | 99.98% |
11.07.2024 | 2.99% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 67'381 | 67'381 | 52'129 CHF | 53'352 CHF | 99.85% | 99.85% |
10.07.2024 | 3.01% | 0.77 CHF | 0.78 CHF | 150'000 | 150'000 | 67'383 | 67'383 | 51'709 CHF | 52'933 CHF | 99.99% | 99.99% |
09.07.2024 | 3.75% | 0.80 CHF | 0.81 CHF | 150'000 | 150'000 | 67'453 | 67'453 | 54'064 CHF | 55'622 CHF | 99.73% | 99.73% |
08.07.2024 | 3.20% | 0.89 CHF | 0.90 CHF | 145'000 | 145'000 | 66'584 | 66'584 | 55'966 CHF | 57'340 CHF | 99.92% | 99.92% |
05.07.2024 | 2.95% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 67'202 | 67'202 | 52'254 CHF | 53'478 CHF | 99.70% | 99.70% |
04.07.2024 | 3.58% | 0.79 CHF | 0.81 CHF | 60'000 | 60'000 | 48'305 | 48'305 | 38'327 CHF | 39'630 CHF | 99.95% | 99.95% |
03.07.2024 | 3.78% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 67'368 | 67'368 | 53'481 CHF | 55'052 CHF | 100.00% | 100.00% |
02.07.2024 | 3.75% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 66'989 | 66'989 | 55'522 CHF | 57'088 CHF | 100.00% | 100.00% |