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 | 3.72% | 0.27 CHF | 0.28 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 42'758 CHF | 44'378 CHF | 100.00% | 100.00% |
12.07.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 45'437 CHF | 47'047 CHF | 100.00% | 100.00% |
11.07.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 164'000 | 164'000 | 163'192 | 163'192 | 40'015 CHF | 41'648 CHF | 100.00% | 100.00% |
10.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 42'447 CHF | 44'070 CHF | 100.00% | 100.00% |
09.07.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 162'000 | 162'000 | 162'233 | 162'233 | 44'138 CHF | 45'761 CHF | 100.00% | 100.00% |
08.07.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 55'792 CHF | 57'372 CHF | 100.00% | 100.00% |
05.07.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 158'000 | 158'000 | 156'442 | 156'442 | 58'715 CHF | 60'280 CHF | 99.81% | 99.81% |
04.07.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 156'000 | 156'000 | 157'206 | 157'206 | 58'629 CHF | 60'201 CHF | 99.49% | 99.49% |
03.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 158'000 | 158'000 | 158'450 | 158'450 | 53'821 CHF | 55'405 CHF | 99.35% | 99.35% |
02.07.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 160'000 | 160'000 | 160'675 | 160'675 | 49'421 CHF | 51'028 CHF | 100.00% | 100.00% |