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 | 1.45% | 0.62 CHF | 0.63 CHF | 57'900 | 57'900 | 57'206 | 57'206 | 39'246 CHF | 39'818 CHF | 100.00% | 100.00% |
12.07.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 61'700 | 61'700 | 62'129 | 62'129 | 42'702 CHF | 43'323 CHF | 100.00% | 100.00% |
11.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 67'700 | 67'700 | 67'926 | 67'926 | 43'957 CHF | 44'636 CHF | 100.00% | 100.00% |
10.07.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 71'500 | 71'500 | 71'749 | 71'749 | 40'825 CHF | 41'542 CHF | 100.00% | 100.00% |
09.07.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 70'100 | 70'100 | 69'202 | 69'202 | 41'535 CHF | 42'228 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 68'300 | 68'300 | 68'102 | 68'102 | 40'985 CHF | 41'666 CHF | 99.99% | 99.99% |
05.07.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 65'900 | 65'900 | 65'304 | 65'304 | 41'376 CHF | 42'029 CHF | 100.00% | 100.00% |
04.07.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 73'500 | 73'500 | 73'968 | 73'968 | 44'221 CHF | 44'961 CHF | 100.00% | 100.00% |
03.07.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 75'800 | 75'800 | 75'448 | 75'448 | 43'099 CHF | 43'854 CHF | 100.00% | 100.00% |
02.07.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 76'800 | 76'800 | 77'228 | 77'228 | 38'458 CHF | 39'231 CHF | 100.00% | 100.00% |