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 | 1.85% | 0.57 CHF | 0.58 CHF | 115'000 | 115'000 | 113'612 | 113'612 | 60'965 CHF | 62'101 CHF | 100.00% | 100.00% |
12.07.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 113'000 | 113'000 | 113'715 | 113'715 | 61'097 CHF | 62'234 CHF | 100.00% | 100.00% |
11.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 114'000 | 114'000 | 114'317 | 114'317 | 63'764 CHF | 64'908 CHF | 100.00% | 100.00% |
10.07.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 116'000 | 116'000 | 116'416 | 116'416 | 69'877 CHF | 71'041 CHF | 100.00% | 100.00% |
09.07.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 117'000 | 117'000 | 115'500 | 115'500 | 67'311 CHF | 68'467 CHF | 99.99% | 99.99% |
08.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 116'000 | 116'000 | 115'670 | 115'670 | 67'489 CHF | 68'645 CHF | 100.00% | 100.00% |
05.07.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 116'000 | 116'000 | 115'006 | 115'006 | 65'394 CHF | 66'544 CHF | 100.00% | 100.00% |
04.07.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 115'000 | 115'000 | 115'692 | 115'692 | 67'993 CHF | 69'150 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 117'000 | 117'000 | 116'414 | 116'414 | 70'326 CHF | 71'490 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 118'000 | 118'000 | 118'611 | 118'611 | 76'655 CHF | 77'841 CHF | 100.00% | 100.00% |