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 | 1.19% | 0.83 CHF | 0.84 CHF | 73'000 | 73'000 | 69'862 | 69'862 | 58'313 CHF | 59'012 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 60'769 CHF | 61'460 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 71'000 | 71'000 | 69'124 | 69'124 | 60'474 CHF | 61'165 CHF | 100.00% | 100.00% |
10.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 59'902 CHF | 60'599 CHF | 100.00% | 100.00% |
09.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 73'000 | 73'000 | 69'645 | 69'645 | 60'720 CHF | 61'416 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 60'755 CHF | 61'446 CHF | 100.00% | 100.00% |
05.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 62'602 CHF | 63'294 CHF | 99.81% | 99.81% |
04.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 60'981 CHF | 61'672 CHF | 99.49% | 99.49% |
03.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 60'373 CHF | 61'080 CHF | 99.35% | 99.35% |
02.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 55'613 CHF | 56'342 CHF | 100.00% | 100.00% |