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 | 1.39% | 0.71 CHF | 0.72 CHF | 177'000 | 177'000 | 76'754 | 76'754 | 55'668 CHF | 56'437 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 181'700 | 181'700 | 81'377 | 81'377 | 58'098 CHF | 58'913 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 197'400 | 197'400 | 86'312 | 86'312 | 59'629 CHF | 60'494 CHF | 98.68% | 98.68% |
10.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 210'400 | 210'400 | 94'193 | 94'193 | 58'689 CHF | 59'632 CHF | 100.00% | 100.00% |
09.07.2024 | 1.64% | 0.57 CHF | 0.58 CHF | 205'500 | 205'500 | 92'104 | 92'104 | 55'821 CHF | 56'744 CHF | 99.74% | 99.74% |
08.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 202'600 | 202'600 | 91'001 | 91'001 | 57'642 CHF | 58'554 CHF | 99.28% | 99.28% |
05.07.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 209'900 | 209'900 | 93'888 | 93'888 | 57'839 CHF | 58'780 CHF | 99.90% | 99.90% |
04.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 84'000 | 84'000 | 66'772 | 66'772 | 41'574 CHF | 42'242 CHF | 99.55% | 99.55% |
03.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 206'900 | 206'900 | 92'648 | 92'648 | 58'131 CHF | 59'060 CHF | 100.00% | 100.00% |
02.07.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 198'100 | 198'100 | 88'717 | 88'717 | 57'468 CHF | 58'357 CHF | 100.00% | 100.00% |