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 | 2.87% | 0.34 CHF | 0.35 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 55'762 CHF | 57'382 CHF | 100.00% | 100.00% |
12.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 52'608 CHF | 54'218 CHF | 100.00% | 100.00% |
11.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 164'000 | 164'000 | 163'196 | 163'196 | 59'229 CHF | 60'862 CHF | 100.00% | 100.00% |
10.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 56'393 CHF | 58'015 CHF | 100.00% | 100.00% |
09.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 162'000 | 162'000 | 162'233 | 162'233 | 54'314 CHF | 55'937 CHF | 100.00% | 100.00% |
08.07.2024 | 3.81% | 0.27 CHF | 0.28 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 40'719 CHF | 42'300 CHF | 100.00% | 100.00% |
05.07.2024 | 3.64% | 0.26 CHF | 0.28 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 42'660 CHF | 44'240 CHF | 0.03% | 99.81% |
04.07.2024 | 3.79% | 0.23 CHF | 0.26 CHF | 156'000 | 158'000 | 158'000 | 158'000 | 40'936 CHF | 42'516 CHF | 23.50% | 99.49% |
03.07.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 158'000 | 158'000 | 158'450 | 158'450 | 43'913 CHF | 45'497 CHF | 99.37% | 99.37% |
02.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 160'674 | 160'674 | 49'323 CHF | 50'930 CHF | 100.00% | 100.00% |