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 | 1.11% | 0.93 CHF | 0.94 CHF | 91'000 | 91'000 | 41'139 | 41'139 | 37'590 CHF | 38'002 CHF | 100.00% | 100.00% |
12.07.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 93'000 | 93'000 | 42'270 | 42'270 | 35'896 CHF | 36'319 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 94'000 | 94'000 | 42'459 | 42'459 | 35'059 CHF | 35'485 CHF | 100.00% | 100.00% |
10.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 95'000 | 95'000 | 42'684 | 42'684 | 33'836 CHF | 34'264 CHF | 99.89% | 99.89% |
09.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 95'000 | 95'000 | 42'624 | 42'624 | 34'733 CHF | 35'160 CHF | 100.00% | 100.00% |
08.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 95'000 | 95'000 | 42'502 | 42'502 | 34'266 CHF | 34'692 CHF | 100.00% | 100.00% |
05.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 96'000 | 96'000 | 42'814 | 42'814 | 33'411 CHF | 33'840 CHF | 99.90% | 99.90% |
04.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 38'000 | 38'000 | 30'560 | 30'560 | 24'148 CHF | 24'454 CHF | 100.00% | 100.00% |
03.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 95'000 | 95'000 | 42'596 | 42'596 | 34'907 CHF | 35'334 CHF | 100.00% | 100.00% |
02.07.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 94'000 | 94'000 | 42'523 | 42'523 | 33'473 CHF | 33'899 CHF | 100.00% | 100.00% |