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 | 1.38% | 0.73 CHF | 0.74 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 58'832 CHF | 59'648 CHF | 100.00% | 100.00% |
12.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 56'948 CHF | 57'764 CHF | 100.00% | 100.00% |
11.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 82'000 | 82'000 | 82'029 | 82'029 | 55'102 CHF | 55'923 CHF | 100.00% | 100.00% |
10.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 58'213 CHF | 59'030 CHF | 100.00% | 100.00% |
09.07.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 47'143 CHF | 47'999 CHF | 100.00% | 100.00% |
08.07.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 48'114 CHF | 48'969 CHF | 100.00% | 100.00% |
05.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 44'944 CHF | 45'802 CHF | 99.81% | 99.81% |
04.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 37'266 CHF | 38'157 CHF | 99.49% | 99.49% |
03.07.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 37'566 CHF | 38'450 CHF | 99.35% | 99.35% |
02.07.2024 | 3.09% | 0.36 CHF | 0.37 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 29'420 CHF | 30'337 CHF | 99.43% | 99.43% |