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 | 1.00% | 0.99 CHF | 1.00 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 69'596 CHF | 70'295 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 71'975 CHF | 72'667 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 71'000 | 71'000 | 69'124 | 69'124 | 71'612 CHF | 72'304 CHF | 100.00% | 100.00% |
10.07.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 71'030 CHF | 71'727 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 71'843 CHF | 72'539 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 71'831 CHF | 72'523 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 73'660 CHF | 74'352 CHF | 99.81% | 99.81% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 72'027 CHF | 72'719 CHF | 99.49% | 99.49% |
03.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 71'645 CHF | 72'352 CHF | 99.37% | 99.37% |
02.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 73'000 | 73'000 | 72'964 | 72'964 | 67'072 CHF | 67'802 CHF | 100.00% | 100.00% |