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 | 1.71% | 0.90 CHF | 0.91 CHF | 152'000 | 152'000 | 68'069 | 68'069 | 61'180 CHF | 62'064 CHF | 100.00% | 100.00% |
12.07.2024 | 1.79% | 0.88 CHF | 0.89 CHF | 153'000 | 153'000 | 69'077 | 69'077 | 59'747 CHF | 60'646 CHF | 100.00% | 100.00% |
11.07.2024 | 1.84% | 0.82 CHF | 0.83 CHF | 155'000 | 155'000 | 69'505 | 69'505 | 57'429 CHF | 58'332 CHF | 100.00% | 100.00% |
10.07.2024 | 1.75% | 0.82 CHF | 0.83 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 58'720 CHF | 59'610 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 63'475 CHF | 64'353 CHF | 100.00% | 100.00% |
08.07.2024 | 1.58% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 67'295 | 67'295 | 65'086 CHF | 65'962 CHF | 100.00% | 100.00% |
05.07.2024 | 1.60% | 0.96 CHF | 0.97 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 64'401 CHF | 65'277 CHF | 100.00% | 100.00% |
04.07.2024 | 1.59% | 0.96 CHF | 0.97 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 46'177 CHF | 46'862 CHF | 100.00% | 100.00% |
03.07.2024 | 1.63% | 0.96 CHF | 0.97 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 63'835 CHF | 64'710 CHF | 100.00% | 100.00% |
02.07.2024 | 1.77% | 0.90 CHF | 0.91 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 59'252 CHF | 60'134 CHF | 100.00% | 100.00% |