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 | 4.30% | 0.58 CHF | 0.59 CHF | 155'000 | 155'000 | 69'460 | 69'460 | 38'255 CHF | 39'515 CHF | 100.00% | 100.00% |
12.07.2024 | 4.37% | 0.57 CHF | 0.58 CHF | 155'000 | 155'000 | 68'425 | 68'425 | 36'652 CHF | 37'887 CHF | 99.98% | 99.98% |
11.07.2024 | 4.47% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 67'385 | 67'385 | 34'252 CHF | 35'475 CHF | 99.82% | 99.82% |
10.07.2024 | 4.42% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 67'410 | 67'410 | 34'953 CHF | 36'177 CHF | 100.00% | 100.00% |
09.07.2024 | 6.32% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 67'450 | 67'450 | 32'409 CHF | 33'967 CHF | 99.73% | 99.73% |
08.07.2024 | 5.48% | 0.40 CHF | 0.41 CHF | 145'000 | 145'000 | 66'583 | 66'583 | 29'265 CHF | 30'640 CHF | 99.92% | 99.92% |
05.07.2024 | 4.56% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 67'204 | 67'204 | 34'229 CHF | 35'452 CHF | 99.70% | 99.70% |
04.07.2024 | 5.68% | 0.50 CHF | 0.52 CHF | 60'000 | 60'000 | 48'304 | 48'304 | 23'965 CHF | 25'269 CHF | 99.95% | 99.95% |
03.07.2024 | 6.31% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 67'365 | 67'365 | 33'456 CHF | 35'026 CHF | 100.00% | 100.00% |
02.07.2024 | 6.37% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 66'980 | 66'980 | 31'149 CHF | 32'715 CHF | 99.99% | 99.99% |