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 | 1.28% | 0.83 CHF | 0.84 CHF | 156'000 | 156'000 | 71'147 | 71'147 | 56'961 CHF | 57'674 CHF | 99.99% | 99.99% |
12.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 158'000 | 158'000 | 71'262 | 71'262 | 56'497 CHF | 57'211 CHF | 99.99% | 99.99% |
11.07.2024 | 1.39% | 0.77 CHF | 0.78 CHF | 160'000 | 160'000 | 72'744 | 72'744 | 53'531 CHF | 54'260 CHF | 99.99% | 99.99% |
10.07.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 162'000 | 162'000 | 73'239 | 73'239 | 50'884 CHF | 51'618 CHF | 100.00% | 100.00% |
09.07.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 166'000 | 166'000 | 74'036 | 74'036 | 49'211 CHF | 49'953 CHF | 99.77% | 99.77% |
08.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 164'000 | 164'000 | 73'407 | 73'407 | 51'443 CHF | 52'180 CHF | 99.29% | 99.29% |
05.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 168'000 | 168'000 | 75'341 | 75'341 | 46'983 CHF | 47'738 CHF | 100.00% | 100.00% |
04.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 68'000 | 68'000 | 53'178 | 53'178 | 33'516 CHF | 34'047 CHF | 99.57% | 99.57% |
03.07.2024 | 1.43% | 0.65 CHF | 0.66 CHF | 166'000 | 166'000 | 73'506 | 73'506 | 50'970 CHF | 51'707 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 162'000 | 162'000 | 72'793 | 72'793 | 51'949 CHF | 52'678 CHF | 100.00% | 100.00% |