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 | 1.11% | 1.75 CHF | 1.77 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 129'650 CHF | 131'092 CHF | 100.00% | 100.00% |
12.07.2024 | 1.11% | 1.82 CHF | 1.84 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 128'674 CHF | 130'115 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 1.78 CHF | 1.80 CHF | 72'000 | 72'000 | 72'827 | 72'827 | 125'483 CHF | 126'941 CHF | 99.99% | 99.99% |
10.07.2024 | 1.22% | 1.65 CHF | 1.67 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 120'806 CHF | 122'286 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 1.60 CHF | 1.62 CHF | 75'000 | 75'000 | 74'165 | 74'165 | 121'963 CHF | 123'446 CHF | 99.77% | 99.77% |
08.07.2024 | 1.21% | 1.64 CHF | 1.66 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 121'846 CHF | 123'326 CHF | 99.28% | 99.28% |
05.07.2024 | 1.18% | 1.65 CHF | 1.67 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 123'941 CHF | 125'410 CHF | 100.00% | 100.00% |
04.07.2024 | 1.19% | 1.68 CHF | 1.70 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 123'236 CHF | 124'716 CHF | 99.57% | 99.57% |
03.07.2024 | 1.21% | 1.64 CHF | 1.66 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 121'626 CHF | 123'111 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 1.57 CHF | 1.59 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 117'050 CHF | 118'559 CHF | 100.00% | 100.00% |