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 | 1.75% | 0.55 CHF | 0.56 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 64'185 CHF | 65'319 CHF | 100.00% | 100.00% |
12.07.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 112'000 | 112'000 | 111'525 | 111'525 | 69'726 CHF | 70'841 CHF | 99.99% | 99.99% |
11.07.2024 | 1.75% | 0.61 CHF | 0.62 CHF | 112'000 | 112'000 | 113'318 | 113'318 | 64'465 CHF | 65'599 CHF | 99.99% | 99.99% |
10.07.2024 | 2.12% | 0.54 CHF | 0.55 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 54'539 CHF | 55'698 CHF | 100.00% | 100.00% |
09.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 51'471 CHF | 52'640 CHF | 100.00% | 100.00% |
08.07.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 51'362 CHF | 52'537 CHF | 100.00% | 100.00% |
05.07.2024 | 2.07% | 0.44 CHF | 0.45 CHF | 118'000 | 118'000 | 115'871 | 115'871 | 55'417 CHF | 56'576 CHF | 99.80% | 99.80% |
04.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 53'988 CHF | 55'146 CHF | 99.50% | 99.50% |
03.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 57'550 CHF | 58'705 CHF | 99.37% | 99.37% |
02.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 51'280 CHF | 52'455 CHF | 100.00% | 100.00% |