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 | 1.56% | 0.63 CHF | 0.64 CHF | 162'000 | 162'000 | 161'989 | 161'989 | 102'735 CHF | 104'355 CHF | 100.00% | 100.00% |
12.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 162'000 | 162'000 | 161'065 | 161'065 | 99'184 CHF | 100'794 CHF | 100.00% | 100.00% |
11.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 164'000 | 164'000 | 163'186 | 163'186 | 106'525 CHF | 108'158 CHF | 100.00% | 100.00% |
10.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 162'000 | 162'000 | 162'208 | 162'208 | 103'189 CHF | 104'811 CHF | 100.00% | 100.00% |
09.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 162'000 | 162'000 | 162'233 | 162'233 | 101'263 CHF | 102'886 CHF | 100.00% | 100.00% |
08.07.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 158'000 | 158'000 | 158'033 | 158'033 | 85'810 CHF | 87'390 CHF | 100.00% | 100.00% |
05.07.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 158'000 | 158'000 | 156'442 | 156'442 | 82'015 CHF | 83'580 CHF | 99.81% | 99.81% |
04.07.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 156'000 | 156'000 | 157'206 | 157'206 | 82'933 CHF | 84'505 CHF | 99.49% | 99.49% |
03.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 158'000 | 158'000 | 158'451 | 158'451 | 89'021 CHF | 90'605 CHF | 99.35% | 99.35% |
02.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 160'000 | 160'000 | 160'674 | 160'674 | 95'149 CHF | 96'755 CHF | 99.99% | 99.99% |