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 | 1.06% | 0.93 CHF | 0.94 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 65'238 CHF | 65'936 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 67'670 CHF | 68'361 CHF | 100.00% | 100.00% |
11.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 71'000 | 71'000 | 69'128 | 69'128 | 67'350 CHF | 68'042 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 66'711 CHF | 67'409 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 73'000 | 73'000 | 69'643 | 69'643 | 67'562 CHF | 68'258 CHF | 99.99% | 99.99% |
08.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 71'000 | 71'000 | 69'155 | 69'155 | 67'611 CHF | 68'302 CHF | 99.99% | 99.99% |
05.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 69'386 CHF | 70'078 CHF | 99.81% | 99.81% |
04.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 67'775 CHF | 68'467 CHF | 99.49% | 99.49% |
03.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 67'299 CHF | 68'006 CHF | 99.35% | 99.35% |
02.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 62'630 CHF | 63'359 CHF | 100.00% | 100.00% |