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 | 3.52% | 0.60 CHF | 0.62 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 40'369 CHF | 41'811 CHF | 100.00% | 100.00% |
12.07.2024 | 3.42% | 0.54 CHF | 0.56 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 41'476 CHF | 42'917 CHF | 100.00% | 100.00% |
11.07.2024 | 3.10% | 0.58 CHF | 0.60 CHF | 72'000 | 72'000 | 72'853 | 72'853 | 46'458 CHF | 47'916 CHF | 99.99% | 99.99% |
10.07.2024 | 2.71% | 0.71 CHF | 0.73 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 53'928 CHF | 55'408 CHF | 100.00% | 100.00% |
09.07.2024 | 2.75% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 53'251 CHF | 54'735 CHF | 99.78% | 99.78% |
08.07.2024 | 2.75% | 0.73 CHF | 0.75 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 53'094 CHF | 54'574 CHF | 99.26% | 99.26% |
05.07.2024 | 2.91% | 0.72 CHF | 0.74 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 49'838 CHF | 51'307 CHF | 100.00% | 100.00% |
04.07.2024 | 2.81% | 0.69 CHF | 0.71 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 51'979 CHF | 53'459 CHF | 99.59% | 99.59% |
03.07.2024 | 2.70% | 0.73 CHF | 0.75 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 54'197 CHF | 55'682 CHF | 100.00% | 100.00% |
02.07.2024 | 2.42% | 0.80 CHF | 0.82 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 61'583 CHF | 63'092 CHF | 100.00% | 100.00% |