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 | 5.45% | 0.32 CHF | 0.33 CHF | 176'000 | 176'000 | 78'902 | 78'902 | 25'371 CHF | 26'566 CHF | 100.00% | 100.00% |
12.07.2024 | 5.73% | 0.32 CHF | 0.33 CHF | 176'000 | 176'000 | 78'924 | 78'924 | 24'540 CHF | 25'735 CHF | 100.00% | 100.00% |
11.07.2024 | 6.14% | 0.29 CHF | 0.30 CHF | 178'000 | 178'000 | 80'017 | 80'017 | 22'910 CHF | 24'123 CHF | 99.82% | 99.82% |
10.07.2024 | 6.07% | 0.27 CHF | 0.28 CHF | 178'000 | 178'000 | 80'070 | 80'070 | 22'433 CHF | 23'648 CHF | 100.00% | 100.00% |
09.07.2024 | 5.86% | 0.29 CHF | 0.30 CHF | 178'000 | 178'000 | 79'280 | 79'280 | 23'310 CHF | 24'509 CHF | 99.76% | 99.76% |
08.07.2024 | 5.37% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'684 | 78'684 | 24'871 CHF | 26'062 CHF | 100.00% | 100.00% |
05.07.2024 | 5.55% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'652 | 78'652 | 24'390 CHF | 25'583 CHF | 99.70% | 99.70% |
04.07.2024 | 6.06% | 0.32 CHF | 0.34 CHF | 70'000 | 70'000 | 56'627 | 56'627 | 18'109 CHF | 19'241 CHF | 100.00% | 100.00% |
03.07.2024 | 5.62% | 0.32 CHF | 0.33 CHF | 174'000 | 174'000 | 78'646 | 78'646 | 24'742 CHF | 25'935 CHF | 100.00% | 100.00% |
02.07.2024 | 5.61% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'603 | 78'603 | 24'376 CHF | 25'566 CHF | 100.00% | 100.00% |