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 | 1.47% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 112'091 | 112'091 | 75'599 CHF | 76'720 CHF | 100.00% | 100.00% |
12.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 112'000 | 112'000 | 112'325 | 112'325 | 75'868 CHF | 76'992 CHF | 100.00% | 100.00% |
11.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 113'614 | 113'614 | 77'865 CHF | 79'001 CHF | 99.99% | 99.99% |
10.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 114'000 | 114'000 | 113'617 | 113'617 | 77'579 CHF | 78'715 CHF | 100.00% | 100.00% |
09.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 114'000 | 114'000 | 114'667 | 114'667 | 80'712 CHF | 81'859 CHF | 100.00% | 100.00% |
08.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 112'000 | 112'000 | 113'826 | 113'826 | 77'286 CHF | 78'424 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 113'999 | 113'999 | 78'281 CHF | 79'421 CHF | 99.82% | 99.82% |
04.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 114'000 | 114'000 | 78'550 CHF | 79'690 CHF | 99.50% | 99.50% |
03.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 114'000 | 114'000 | 113'627 | 113'627 | 77'243 CHF | 78'379 CHF | 99.35% | 99.35% |
02.07.2024 | 1.59% | 0.69 CHF | 0.70 CHF | 114'000 | 114'000 | 108'834 | 108'834 | 74'658 CHF | 75'758 CHF | 100.00% | 100.00% |