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 | 1.21% | 0.83 CHF | 0.84 CHF | 55'000 | 55'000 | 54'482 | 54'482 | 45'264 CHF | 45'809 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 55'000 | 55'000 | 54'483 | 54'483 | 45'978 CHF | 46'523 CHF | 100.00% | 100.00% |
11.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 55'000 | 55'000 | 54'466 | 54'466 | 45'196 CHF | 45'742 CHF | 96.88% | 96.88% |
10.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 55'000 | 55'000 | 54'482 | 54'482 | 43'710 CHF | 44'255 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 56'000 | 56'000 | 55'472 | 55'472 | 40'571 CHF | 41'127 CHF | 100.00% | 100.00% |
08.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 56'000 | 56'000 | 55'473 | 55'473 | 38'946 CHF | 39'502 CHF | 100.00% | 100.00% |
05.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 56'000 | 56'000 | 55'561 | 55'561 | 38'724 CHF | 39'280 CHF | 100.00% | 100.00% |
04.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 56'000 | 56'000 | 55'898 | 55'898 | 38'464 CHF | 39'023 CHF | 100.00% | 100.00% |
03.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 57'000 | 57'000 | 56'463 | 56'463 | 37'178 CHF | 37'743 CHF | 99.37% | 99.37% |
02.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 57'000 | 57'000 | 56'464 | 56'464 | 36'796 CHF | 37'361 CHF | 100.00% | 100.00% |