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 | 1.36% | 0.73 CHF | 0.74 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 118'406 CHF | 120'025 CHF | 100.00% | 100.00% |
12.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 114'897 CHF | 116'507 CHF | 100.00% | 100.00% |
11.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 164'000 | 164'000 | 163'186 | 163'186 | 122'308 CHF | 123'942 CHF | 100.00% | 100.00% |
10.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 118'844 CHF | 120'466 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 162'000 | 162'000 | 162'233 | 162'233 | 117'075 CHF | 118'698 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 101'305 CHF | 102'885 CHF | 99.99% | 99.99% |
05.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 158'000 | 158'000 | 156'442 | 156'442 | 97'361 CHF | 98'926 CHF | 99.80% | 99.80% |
04.07.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 156'000 | 156'000 | 157'206 | 157'206 | 98'228 CHF | 99'800 CHF | 99.49% | 99.49% |
03.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 158'000 | 158'000 | 158'450 | 158'450 | 104'512 CHF | 106'097 CHF | 99.33% | 99.33% |
02.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 160'000 | 160'000 | 160'674 | 160'674 | 110'770 CHF | 112'377 CHF | 100.00% | 100.00% |