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 | 3.19% | 0.77 CHF | 0.78 CHF | 155'000 | 155'000 | 69'453 | 69'453 | 51'385 CHF | 52'645 CHF | 99.99% | 99.99% |
12.07.2024 | 3.23% | 0.76 CHF | 0.77 CHF | 155'000 | 155'000 | 68'426 | 68'426 | 49'569 CHF | 50'804 CHF | 99.98% | 99.98% |
11.07.2024 | 3.28% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 67'379 | 67'379 | 46'939 CHF | 48'162 CHF | 99.82% | 99.82% |
10.07.2024 | 3.26% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 47'715 CHF | 48'939 CHF | 100.00% | 100.00% |
09.07.2024 | 4.55% | 0.68 CHF | 0.69 CHF | 150'000 | 150'000 | 67'451 | 67'451 | 45'180 CHF | 46'737 CHF | 99.73% | 99.73% |
08.07.2024 | 3.93% | 0.59 CHF | 0.60 CHF | 145'000 | 145'000 | 66'581 | 66'581 | 41'818 CHF | 43'193 CHF | 99.92% | 99.92% |
05.07.2024 | 3.33% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 67'205 | 67'205 | 46'959 CHF | 48'182 CHF | 99.70% | 99.70% |
04.07.2024 | 4.14% | 0.69 CHF | 0.71 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 33'138 CHF | 34'442 CHF | 99.95% | 99.95% |
03.07.2024 | 4.55% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 46'268 CHF | 47'838 CHF | 100.00% | 100.00% |
02.07.2024 | 4.58% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 66'980 | 66'980 | 43'901 CHF | 45'467 CHF | 99.99% | 99.99% |