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 | 3.33% | 0.65 CHF | 0.66 CHF | 155'000 | 155'000 | 69'462 | 69'462 | 46'802 CHF | 48'061 CHF | 100.00% | 100.00% |
12.07.2024 | 3.27% | 0.66 CHF | 0.67 CHF | 155'000 | 155'000 | 68'429 | 68'429 | 47'422 CHF | 48'657 CHF | 99.98% | 99.98% |
11.07.2024 | 3.21% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 67'391 | 67'391 | 48'470 CHF | 49'694 CHF | 99.82% | 99.82% |
10.07.2024 | 3.23% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 67'411 | 67'411 | 48'186 CHF | 49'409 CHF | 100.00% | 100.00% |
09.07.2024 | 4.01% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 67'441 | 67'441 | 50'468 CHF | 52'026 CHF | 99.77% | 99.77% |
08.07.2024 | 3.42% | 0.84 CHF | 0.85 CHF | 145'000 | 145'000 | 66'586 | 66'586 | 52'429 CHF | 53'803 CHF | 99.92% | 99.92% |
05.07.2024 | 3.15% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 67'200 | 67'200 | 48'761 CHF | 49'984 CHF | 99.70% | 99.70% |
04.07.2024 | 3.82% | 0.74 CHF | 0.76 CHF | 60'000 | 60'000 | 48'305 | 48'305 | 35'775 CHF | 37'079 CHF | 99.95% | 99.95% |
03.07.2024 | 4.04% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 67'367 | 67'367 | 49'853 CHF | 51'423 CHF | 100.00% | 100.00% |
02.07.2024 | 4.00% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 66'983 | 66'983 | 51'946 CHF | 53'512 CHF | 99.99% | 99.99% |