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 | 4.25% | 0.50 CHF | 0.51 CHF | 155'000 | 155'000 | 69'461 | 69'461 | 36'343 CHF | 37'603 CHF | 100.00% | 100.00% |
12.07.2024 | 4.15% | 0.51 CHF | 0.52 CHF | 155'000 | 155'000 | 68'430 | 68'430 | 37'056 CHF | 38'292 CHF | 99.98% | 99.98% |
11.07.2024 | 4.05% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 67'389 | 67'389 | 38'342 CHF | 39'565 CHF | 99.83% | 99.83% |
10.07.2024 | 4.08% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 67'390 | 67'390 | 38'020 CHF | 39'244 CHF | 100.00% | 100.00% |
09.07.2024 | 4.99% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 67'451 | 67'451 | 40'276 CHF | 41'833 CHF | 99.74% | 99.74% |
08.07.2024 | 4.25% | 0.69 CHF | 0.70 CHF | 145'000 | 145'000 | 66'582 | 66'582 | 42'424 CHF | 43'799 CHF | 99.92% | 99.92% |
05.07.2024 | 3.96% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 67'207 | 67'207 | 38'636 CHF | 39'859 CHF | 99.70% | 99.70% |
04.07.2024 | 4.78% | 0.59 CHF | 0.61 CHF | 60'000 | 60'000 | 48'305 | 48'305 | 28'489 CHF | 29'793 CHF | 99.95% | 99.95% |
03.07.2024 | 5.04% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 67'368 | 67'368 | 39'653 CHF | 41'223 CHF | 100.00% | 100.00% |
02.07.2024 | 4.97% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 66'982 | 66'982 | 41'793 CHF | 43'359 CHF | 99.99% | 99.99% |