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 | 1.45% | 0.68 CHF | 0.69 CHF | 76'000 | 76'000 | 76'160 | 76'160 | 52'037 CHF | 52'799 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 76'000 | 76'000 | 76'444 | 76'444 | 52'797 CHF | 53'561 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 76'000 | 76'000 | 76'021 | 76'021 | 51'544 CHF | 52'305 CHF | 99.99% | 99.99% |
10.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 78'000 | 78'000 | 78'355 | 78'355 | 58'469 CHF | 59'252 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 78'000 | 78'000 | 77'998 | 77'998 | 57'905 CHF | 58'686 CHF | 100.00% | 100.00% |
08.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 78'000 | 78'000 | 77'697 | 77'697 | 55'080 CHF | 55'857 CHF | 99.65% | 99.65% |
05.07.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 76'000 | 76'000 | 76'154 | 76'154 | 51'749 CHF | 52'510 CHF | 100.00% | 100.00% |
04.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 52'175 CHF | 52'935 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 76'000 | 76'000 | 76'543 | 76'543 | 53'422 CHF | 54'188 CHF | 100.00% | 100.00% |
02.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 78'000 | 78'000 | 79'023 | 79'023 | 60'143 CHF | 60'933 CHF | 100.00% | 100.00% |