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 | 1.91% | 0.52 CHF | 0.53 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 84'138 CHF | 85'758 CHF | 100.00% | 100.00% |
12.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 80'872 CHF | 82'483 CHF | 100.00% | 100.00% |
11.07.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 164'000 | 164'000 | 163'199 | 163'199 | 87'876 CHF | 89'509 CHF | 99.99% | 99.99% |
10.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 84'696 CHF | 86'318 CHF | 100.00% | 100.00% |
09.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 162'000 | 162'000 | 162'233 | 162'233 | 82'958 CHF | 84'580 CHF | 100.00% | 100.00% |
08.07.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 68'298 CHF | 69'878 CHF | 100.00% | 100.00% |
05.07.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 158'000 | 158'000 | 156'442 | 156'442 | 64'751 CHF | 66'316 CHF | 99.82% | 99.82% |
04.07.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 156'000 | 156'000 | 157'206 | 157'206 | 65'455 CHF | 67'027 CHF | 99.50% | 99.50% |
03.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 158'000 | 158'000 | 158'450 | 158'450 | 71'466 CHF | 73'050 CHF | 99.37% | 99.37% |
02.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 160'000 | 160'000 | 160'674 | 160'674 | 77'184 CHF | 78'791 CHF | 100.00% | 100.00% |