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 | 1.32% | 0.74 CHF | 0.75 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 85'627 CHF | 86'762 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 112'000 | 112'000 | 111'525 | 111'525 | 90'610 CHF | 91'725 CHF | 100.00% | 100.00% |
11.07.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 112'000 | 112'000 | 113'321 | 113'321 | 85'720 CHF | 86'854 CHF | 100.00% | 100.00% |
10.07.2024 | 1.52% | 0.73 CHF | 0.74 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 76'215 CHF | 77'374 CHF | 100.00% | 100.00% |
09.07.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 73'338 CHF | 74'507 CHF | 100.00% | 100.00% |
08.07.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 73'339 CHF | 74'513 CHF | 100.00% | 100.00% |
05.07.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 118'000 | 118'000 | 115'872 | 115'872 | 77'166 CHF | 78'325 CHF | 99.81% | 99.81% |
04.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 75'599 CHF | 76'758 CHF | 99.49% | 99.49% |
03.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 79'205 CHF | 80'360 CHF | 99.35% | 99.35% |
02.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 73'154 CHF | 74'328 CHF | 99.99% | 99.99% |