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 | 3.29% | 0.54 CHF | 0.55 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 42'486 CHF | 43'681 CHF | 100.00% | 100.00% |
12.07.2024 | 3.17% | 0.54 CHF | 0.55 CHF | 176'000 | 176'000 | 78'925 | 78'925 | 43'502 CHF | 44'697 CHF | 100.00% | 100.00% |
11.07.2024 | 3.06% | 0.57 CHF | 0.58 CHF | 178'000 | 178'000 | 80'025 | 80'025 | 46'064 CHF | 47'278 CHF | 99.83% | 99.83% |
10.07.2024 | 3.05% | 0.59 CHF | 0.60 CHF | 178'000 | 178'000 | 80'073 | 80'073 | 47'079 CHF | 48'294 CHF | 100.00% | 100.00% |
09.07.2024 | 3.10% | 0.58 CHF | 0.59 CHF | 178'000 | 178'000 | 79'284 | 79'284 | 45'483 CHF | 46'682 CHF | 99.75% | 99.75% |
08.07.2024 | 3.31% | 0.57 CHF | 0.58 CHF | 176'000 | 176'000 | 78'689 | 78'689 | 43'010 CHF | 44'202 CHF | 100.00% | 100.00% |
05.07.2024 | 3.21% | 0.56 CHF | 0.57 CHF | 176'000 | 176'000 | 78'658 | 78'658 | 43'863 CHF | 45'057 CHF | 99.71% | 99.71% |
04.07.2024 | 3.57% | 0.55 CHF | 0.57 CHF | 70'000 | 70'000 | 56'629 | 56'629 | 31'161 CHF | 32'294 CHF | 100.00% | 100.00% |
03.07.2024 | 3.16% | 0.55 CHF | 0.56 CHF | 174'000 | 174'000 | 78'639 | 78'639 | 43'782 CHF | 44'975 CHF | 99.99% | 99.99% |
02.07.2024 | 3.14% | 0.57 CHF | 0.58 CHF | 176'000 | 176'000 | 78'597 | 78'597 | 44'510 CHF | 45'700 CHF | 99.99% | 99.99% |