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 | 1.36% | 0.73 CHF | 0.74 CHF | 71'700 | 71'700 | 70'440 | 70'440 | 52'142 CHF | 52'847 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 70'600 | 70'600 | 70'009 | 70'009 | 52'572 CHF | 53'273 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70'700 | 70'700 | 70'347 | 70'347 | 51'993 CHF | 52'697 CHF | 100.00% | 100.00% |
10.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70'600 | 70'600 | 70'001 | 70'001 | 52'212 CHF | 52'913 CHF | 100.00% | 100.00% |
09.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 70'700 | 70'700 | 70'080 | 70'080 | 51'970 CHF | 52'671 CHF | 86.52% | 100.00% |
08.07.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 70'900 | 70'900 | 70'959 | 70'959 | 50'968 CHF | 51'679 CHF | 100.00% | 100.00% |
05.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 72'000 | 72'000 | 72'001 | 72'001 | 49'758 CHF | 50'479 CHF | 99.68% | 99.68% |
04.07.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 72'900 | 72'900 | 73'179 | 73'179 | 48'336 CHF | 49'069 CHF | 99.84% | 99.84% |
03.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 79'500 | 79'500 | 78'611 | 78'611 | 41'043 CHF | 41'829 CHF | 99.85% | 99.85% |
02.07.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 79'400 | 79'400 | 79'519 | 79'519 | 39'585 CHF | 40'381 CHF | 100.00% | 100.00% |