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 | 1.33% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 105'091 | 105'091 | 78'791 CHF | 79'842 CHF | 100.00% | 100.00% |
12.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105'000 | 105'000 | 105'325 | 105'325 | 79'379 CHF | 80'432 CHF | 100.00% | 100.00% |
11.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 106'581 | 106'581 | 78'836 CHF | 79'902 CHF | 100.00% | 100.00% |
10.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 106'617 | 106'617 | 79'021 CHF | 80'087 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 107'000 | 107'000 | 107'668 | 107'668 | 77'316 CHF | 78'392 CHF | 99.99% | 99.99% |
08.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 105'000 | 105'000 | 106'826 | 106'826 | 79'464 CHF | 80'532 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 107'000 | 107'000 | 106'999 | 106'999 | 78'879 CHF | 79'949 CHF | 99.82% | 99.82% |
04.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 78'924 CHF | 79'994 CHF | 99.50% | 99.50% |
03.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 107'000 | 107'000 | 106'627 | 106'627 | 79'384 CHF | 80'450 CHF | 99.35% | 99.35% |
02.07.2024 | 1.49% | 0.73 CHF | 0.74 CHF | 107'000 | 107'000 | 102'151 | 102'151 | 75'012 CHF | 76'045 CHF | 100.00% | 100.00% |