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 | 1.34% | 0.76 CHF | 0.77 CHF | 57'500 | 57'500 | 57'264 | 57'264 | 42'405 CHF | 42'978 CHF | 99.99% | 99.99% |
12.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 58'500 | 58'500 | 59'092 | 59'092 | 43'948 CHF | 44'538 CHF | 100.00% | 100.00% |
11.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 63'900 | 63'900 | 64'323 | 64'323 | 44'586 CHF | 45'229 CHF | 99.98% | 99.98% |
10.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 65'800 | 65'800 | 65'633 | 65'633 | 44'032 CHF | 44'689 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 64'100 | 64'100 | 64'385 | 64'385 | 41'042 CHF | 41'685 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 64'000 | 64'000 | 63'738 | 63'738 | 43'078 CHF | 43'715 CHF | 99.99% | 99.99% |
05.07.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 63'000 | 63'000 | 62'058 | 62'058 | 44'395 CHF | 45'015 CHF | 99.81% | 99.81% |
04.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 65'200 | 65'200 | 64'821 | 64'821 | 44'589 CHF | 45'237 CHF | 99.49% | 99.49% |
03.07.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 70'100 | 70'100 | 69'814 | 69'814 | 46'974 CHF | 47'672 CHF | 99.35% | 99.35% |
02.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 69'800 | 69'800 | 70'008 | 70'008 | 40'743 CHF | 41'443 CHF | 100.00% | 100.00% |