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 | 6.23% | 0.16 CHF | 0.17 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 25'251 CHF | 26'870 CHF | 100.00% | 100.00% |
12.07.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 28'136 CHF | 29'747 CHF | 100.00% | 100.00% |
11.07.2024 | 7.01% | 0.14 CHF | 0.15 CHF | 164'000 | 164'000 | 163'189 | 163'189 | 22'568 CHF | 24'201 CHF | 99.99% | 99.99% |
10.07.2024 | 6.28% | 0.15 CHF | 0.16 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 25'034 CHF | 26'656 CHF | 100.00% | 100.00% |
09.07.2024 | 5.91% | 0.16 CHF | 0.17 CHF | 162'000 | 162'000 | 162'232 | 162'232 | 26'746 CHF | 28'369 CHF | 99.99% | 99.99% |
08.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 38'935 CHF | 40'515 CHF | 99.99% | 99.99% |
05.07.2024 | 3.62% | 0.25 CHF | 0.28 CHF | 158'000 | 158'000 | 156'050 | 156'050 | 42'359 CHF | 43'919 CHF | 79.78% | 99.80% |
04.07.2024 | 3.68% | 0.28 CHF | 0.29 CHF | 156'000 | 156'000 | 157'152 | 157'152 | 41'974 CHF | 43'546 CHF | 93.21% | 99.49% |
03.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 158'000 | 158'000 | 158'000 | 158'000 | 37'920 CHF | 39'500 CHF | 9.61% | 99.35% |
02.07.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 33'748 CHF | 35'348 CHF | 28.83% | 100.00% |