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 | 2.95% | 0.33 CHF | 0.34 CHF | 179'000 | 179'000 | 179'210 | 179'210 | 59'920 CHF | 61'712 CHF | 100.00% | 100.00% |
12.07.2024 | 3.82% | 0.24 CHF | 0.25 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 44'671 CHF | 46'411 CHF | 100.00% | 100.00% |
11.07.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 174'000 | 174'000 | 174'889 | 174'889 | 47'644 CHF | 49'394 CHF | 99.83% | 99.83% |
10.07.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 59'157 CHF | 60'947 CHF | 100.00% | 100.00% |
09.07.2024 | 3.12% | 0.34 CHF | 0.35 CHF | 179'000 | 179'000 | 178'785 | 178'785 | 56'677 CHF | 58'467 CHF | 99.74% | 99.74% |
08.07.2024 | 3.11% | 0.33 CHF | 0.34 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 56'668 CHF | 58'458 CHF | 99.99% | 99.99% |
05.07.2024 | 3.48% | 0.30 CHF | 0.31 CHF | 179'000 | 179'000 | 175'489 | 175'489 | 49'600 CHF | 51'355 CHF | 99.81% | 99.81% |
04.07.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 179'000 | 179'000 | 177'297 | 177'297 | 50'542 CHF | 52'315 CHF | 100.00% | 100.00% |
03.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 179'000 | 179'000 | 175'241 | 175'241 | 48'175 CHF | 49'927 CHF | 100.00% | 100.00% |
02.07.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 174'000 | 174'000 | 175'413 | 175'413 | 48'850 CHF | 50'604 CHF | 100.00% | 100.00% |