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 | 1.37% | 0.76 CHF | 0.77 CHF | 115'000 | 115'000 | 113'612 | 113'612 | 82'551 CHF | 83'687 CHF | 100.00% | 100.00% |
12.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 113'000 | 113'000 | 113'715 | 113'715 | 82'703 CHF | 83'840 CHF | 100.00% | 100.00% |
11.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 114'000 | 114'000 | 114'315 | 114'315 | 85'483 CHF | 86'627 CHF | 100.00% | 100.00% |
10.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 116'000 | 116'000 | 116'416 | 116'416 | 91'996 CHF | 93'160 CHF | 100.00% | 100.00% |
09.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 117'000 | 117'000 | 115'500 | 115'500 | 89'256 CHF | 90'412 CHF | 99.99% | 99.99% |
08.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 116'000 | 116'000 | 115'670 | 115'670 | 89'466 CHF | 90'623 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 116'000 | 116'000 | 115'006 | 115'006 | 87'255 CHF | 88'405 CHF | 100.00% | 100.00% |
04.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 115'000 | 115'000 | 115'692 | 115'692 | 89'977 CHF | 91'134 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 117'000 | 117'000 | 116'414 | 116'414 | 92'452 CHF | 93'616 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 118'000 | 118'000 | 118'611 | 118'611 | 99'204 CHF | 100'390 CHF | 100.00% | 100.00% |