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 | 3.89% | 0.55 CHF | 0.56 CHF | 155'000 | 155'000 | 69'455 | 69'455 | 39'896 CHF | 41'156 CHF | 99.99% | 99.99% |
12.07.2024 | 3.79% | 0.56 CHF | 0.57 CHF | 155'000 | 155'000 | 68'428 | 68'428 | 40'666 CHF | 41'902 CHF | 99.98% | 99.98% |
11.07.2024 | 3.72% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 67'384 | 67'384 | 41'861 CHF | 43'085 CHF | 99.81% | 99.81% |
10.07.2024 | 3.74% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 67'412 | 67'412 | 41'507 CHF | 42'731 CHF | 100.00% | 100.00% |
09.07.2024 | 4.61% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 67'442 | 67'442 | 43'784 CHF | 45'342 CHF | 99.77% | 99.77% |
08.07.2024 | 3.93% | 0.74 CHF | 0.75 CHF | 145'000 | 145'000 | 66'586 | 66'586 | 45'852 CHF | 47'227 CHF | 99.92% | 99.92% |
05.07.2024 | 3.64% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 67'200 | 67'200 | 42'076 CHF | 43'299 CHF | 99.70% | 99.70% |
04.07.2024 | 4.40% | 0.64 CHF | 0.66 CHF | 60'000 | 60'000 | 48'305 | 48'305 | 30'974 CHF | 32'278 CHF | 99.95% | 99.95% |
03.07.2024 | 4.64% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 67'367 | 67'367 | 43'184 CHF | 44'754 CHF | 100.00% | 100.00% |
02.07.2024 | 4.59% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 66'989 | 66'989 | 45'287 CHF | 46'852 CHF | 100.00% | 100.00% |