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 | 73'000 | 73'000 | 69'863 | 69'863 | 47'847 CHF | 48'546 CHF | 100.00% | 100.00% |
12.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 50'512 CHF | 51'204 CHF | 100.00% | 100.00% |
11.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 71'000 | 71'000 | 69'117 | 69'117 | 50'192 CHF | 50'884 CHF | 100.00% | 100.00% |
10.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 49'540 CHF | 50'238 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 73'000 | 73'000 | 69'645 | 69'645 | 50'376 CHF | 51'072 CHF | 100.00% | 100.00% |
08.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 50'596 CHF | 51'288 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 52'426 CHF | 53'117 CHF | 99.81% | 99.81% |
04.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 50'800 CHF | 51'492 CHF | 99.49% | 99.49% |
03.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 49'960 CHF | 50'667 CHF | 99.35% | 99.35% |
02.07.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 73'000 | 73'000 | 72'964 | 72'964 | 44'801 CHF | 45'531 CHF | 100.00% | 100.00% |