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 | 2.59% | 0.81 CHF | 0.83 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 55'104 CHF | 56'547 CHF | 100.00% | 100.00% |
12.07.2024 | 2.54% | 0.74 CHF | 0.76 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 56'191 CHF | 57'633 CHF | 100.00% | 100.00% |
11.07.2024 | 2.35% | 0.78 CHF | 0.80 CHF | 72'000 | 72'000 | 72'850 | 72'850 | 61'418 CHF | 62'876 CHF | 99.99% | 99.99% |
10.07.2024 | 2.12% | 0.92 CHF | 0.94 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 69'065 CHF | 70'546 CHF | 100.00% | 100.00% |
09.07.2024 | 2.15% | 0.97 CHF | 0.99 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 68'409 CHF | 69'892 CHF | 99.73% | 99.73% |
08.07.2024 | 2.15% | 0.93 CHF | 0.95 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 68'160 CHF | 69'640 CHF | 99.30% | 99.30% |
05.07.2024 | 2.24% | 0.92 CHF | 0.94 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 64'890 CHF | 66'359 CHF | 100.00% | 100.00% |
04.07.2024 | 2.18% | 0.89 CHF | 0.91 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 67'084 CHF | 68'564 CHF | 99.61% | 99.61% |
03.07.2024 | 2.12% | 0.93 CHF | 0.95 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 69'311 CHF | 70'796 CHF | 100.00% | 100.00% |
02.07.2024 | 1.94% | 1.00 CHF | 1.02 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 76'930 CHF | 78'439 CHF | 100.00% | 100.00% |