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 | 1.25% | 0.79 CHF | 0.80 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 55'478 CHF | 56'176 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 58'034 CHF | 58'725 CHF | 100.00% | 100.00% |
11.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 71'000 | 71'000 | 69'118 | 69'118 | 57'686 CHF | 58'378 CHF | 100.00% | 100.00% |
10.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 57'086 CHF | 57'784 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 73'000 | 73'000 | 69'645 | 69'645 | 57'920 CHF | 58'616 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 58'012 CHF | 58'703 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 59'851 CHF | 60'543 CHF | 99.81% | 99.81% |
04.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 58'211 CHF | 58'903 CHF | 99.49% | 99.49% |
03.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 57'560 CHF | 58'267 CHF | 99.35% | 99.35% |
02.07.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 52'623 CHF | 53'352 CHF | 100.00% | 100.00% |