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 | 1.09% | 1.78 CHF | 1.80 CHF | 73'000 | 73'000 | 72'104 | 72'104 | 131'258 CHF | 132'700 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 1.85 CHF | 1.87 CHF | 72'000 | 72'000 | 72'088 | 72'088 | 130'318 CHF | 131'760 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 1.80 CHF | 1.82 CHF | 72'000 | 72'000 | 72'849 | 72'849 | 127'090 CHF | 128'548 CHF | 99.99% | 99.99% |
10.07.2024 | 1.20% | 1.67 CHF | 1.69 CHF | 74'000 | 74'000 | 74'011 | 74'011 | 122'377 CHF | 123'858 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 74'164 | 74'164 | 123'518 CHF | 125'001 CHF | 99.73% | 99.73% |
08.07.2024 | 1.19% | 1.66 CHF | 1.68 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 123'424 CHF | 124'904 CHF | 99.32% | 99.32% |
05.07.2024 | 1.16% | 1.67 CHF | 1.69 CHF | 74'000 | 74'000 | 73'459 | 73'459 | 125'526 CHF | 126'996 CHF | 100.00% | 100.00% |
04.07.2024 | 1.18% | 1.70 CHF | 1.72 CHF | 74'000 | 74'000 | 74'000 | 74'000 | 124'802 CHF | 126'282 CHF | 99.59% | 99.59% |
03.07.2024 | 1.20% | 1.66 CHF | 1.68 CHF | 74'000 | 74'000 | 74'241 | 74'241 | 123'192 CHF | 124'677 CHF | 100.00% | 100.00% |
02.07.2024 | 1.26% | 1.59 CHF | 1.61 CHF | 75'000 | 75'000 | 75'421 | 75'421 | 118'589 CHF | 120'097 CHF | 99.99% | 99.99% |