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 | 3.98% | 0.44 CHF | 0.45 CHF | 176'000 | 176'000 | 78'903 | 78'903 | 35'075 CHF | 36'270 CHF | 100.00% | 100.00% |
12.07.2024 | 3.81% | 0.45 CHF | 0.46 CHF | 176'000 | 176'000 | 78'928 | 78'928 | 36'087 CHF | 37'283 CHF | 100.00% | 100.00% |
11.07.2024 | 3.63% | 0.48 CHF | 0.49 CHF | 178'000 | 178'000 | 80'029 | 80'029 | 38'701 CHF | 39'914 CHF | 99.82% | 99.82% |
10.07.2024 | 3.61% | 0.50 CHF | 0.51 CHF | 178'000 | 178'000 | 80'074 | 80'074 | 39'658 CHF | 40'873 CHF | 100.00% | 100.00% |
09.07.2024 | 3.68% | 0.48 CHF | 0.49 CHF | 178'000 | 178'000 | 79'293 | 79'293 | 38'247 CHF | 39'446 CHF | 99.73% | 99.73% |
08.07.2024 | 3.98% | 0.47 CHF | 0.48 CHF | 176'000 | 176'000 | 78'690 | 78'690 | 35'762 CHF | 36'953 CHF | 100.00% | 100.00% |
05.07.2024 | 3.83% | 0.47 CHF | 0.48 CHF | 176'000 | 176'000 | 78'649 | 78'649 | 36'623 CHF | 37'817 CHF | 99.70% | 99.70% |
04.07.2024 | 4.26% | 0.46 CHF | 0.48 CHF | 70'000 | 70'000 | 56'629 | 56'629 | 26'051 CHF | 27'184 CHF | 100.00% | 100.00% |
03.07.2024 | 3.77% | 0.46 CHF | 0.47 CHF | 174'000 | 174'000 | 78'639 | 78'639 | 36'522 CHF | 37'714 CHF | 99.99% | 99.99% |
02.07.2024 | 3.76% | 0.48 CHF | 0.49 CHF | 176'000 | 176'000 | 78'598 | 78'598 | 37'065 CHF | 38'255 CHF | 99.99% | 99.99% |