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% | 0.71 CHF | 0.72 CHF | 84'800 | 84'800 | 84'800 | 84'800 | 61'804 CHF | 62'652 CHF | 100.00% | 100.00% |
12.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 87'400 | 87'400 | 87'400 | 87'400 | 63'302 CHF | 64'176 CHF | 100.00% | 100.00% |
11.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 91'800 | 91'800 | 91'800 | 91'800 | 64'095 CHF | 65'013 CHF | 99.83% | 99.83% |
10.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 93'800 | 93'800 | 93'820 | 93'820 | 62'801 CHF | 63'739 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 93'800 | 93'800 | 92'213 | 92'213 | 61'555 CHF | 62'477 CHF | 99.74% | 99.74% |
08.07.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 88'900 | 88'900 | 88'868 | 88'868 | 63'298 CHF | 64'187 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 87'000 | 87'000 | 86'236 | 86'236 | 62'026 CHF | 62'888 CHF | 99.81% | 99.81% |
04.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 89'500 | 89'500 | 90'738 | 90'738 | 65'139 CHF | 66'046 CHF | 100.00% | 100.00% |
03.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 93'400 | 93'400 | 93'400 | 93'400 | 63'514 CHF | 64'448 CHF | 100.00% | 100.00% |
02.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 94'000 | 94'000 | 95'579 | 95'579 | 61'828 CHF | 62'784 CHF | 100.00% | 100.00% |