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 | 1.14% | 0.86 CHF | 0.87 CHF | 71'700 | 71'700 | 70'437 | 70'437 | 61'841 CHF | 62'546 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 70'600 | 70'600 | 70'002 | 70'002 | 62'278 CHF | 62'979 CHF | 100.00% | 100.00% |
11.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 70'600 | 70'600 | 70'396 | 70'396 | 61'716 CHF | 62'420 CHF | 100.00% | 100.00% |
10.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 70'600 | 70'600 | 70'001 | 70'001 | 61'893 CHF | 62'594 CHF | 100.00% | 100.00% |
09.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 70'600 | 70'600 | 70'019 | 70'019 | 61'500 CHF | 62'201 CHF | 84.01% | 100.00% |
08.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 70'900 | 70'900 | 70'934 | 70'934 | 60'578 CHF | 61'288 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 72'000 | 72'000 | 72'016 | 72'016 | 59'616 CHF | 60'337 CHF | 99.22% | 99.22% |
04.07.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 72'800 | 72'800 | 73'153 | 73'153 | 58'336 CHF | 59'068 CHF | 99.84% | 99.84% |
03.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 79'500 | 79'500 | 78'579 | 78'579 | 51'750 CHF | 52'537 CHF | 99.85% | 99.85% |
02.07.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 79'400 | 79'400 | 79'502 | 79'502 | 50'452 CHF | 51'248 CHF | 100.00% | 100.00% |