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 | 1.67% | 0.93 CHF | 0.94 CHF | 152'000 | 152'000 | 68'069 | 68'069 | 62'712 CHF | 63'596 CHF | 100.00% | 100.00% |
12.07.2024 | 1.75% | 0.90 CHF | 0.91 CHF | 153'000 | 153'000 | 69'074 | 69'074 | 61'338 CHF | 62'238 CHF | 100.00% | 100.00% |
11.07.2024 | 1.79% | 0.84 CHF | 0.85 CHF | 155'000 | 155'000 | 69'497 | 69'497 | 59'062 CHF | 59'966 CHF | 99.99% | 99.99% |
10.07.2024 | 1.70% | 0.84 CHF | 0.85 CHF | 154'000 | 154'000 | 68'117 | 68'117 | 60'472 CHF | 61'363 CHF | 99.55% | 99.55% |
09.07.2024 | 1.58% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 65'023 CHF | 65'901 CHF | 100.00% | 100.00% |
08.07.2024 | 1.55% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 67'209 | 67'209 | 66'607 CHF | 67'483 CHF | 99.88% | 99.88% |
05.07.2024 | 1.56% | 0.99 CHF | 1.00 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 66'059 CHF | 66'935 CHF | 100.00% | 100.00% |
04.07.2024 | 1.55% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 47'344 CHF | 48'028 CHF | 100.00% | 100.00% |
03.07.2024 | 1.59% | 0.99 CHF | 1.00 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 65'468 CHF | 66'343 CHF | 100.00% | 100.00% |
02.07.2024 | 1.73% | 0.92 CHF | 0.93 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 60'902 CHF | 61'784 CHF | 100.00% | 100.00% |