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 | 1.28% | 1.61 CHF | 1.63 CHF | 65'000 | 65'000 | 49'331 | 49'331 | 77'486 CHF | 78'474 CHF | 86.82% | 86.82% |
12.07.2024 | 1.30% | 1.54 CHF | 1.56 CHF | 65'000 | 65'000 | 48'487 | 48'487 | 75'182 CHF | 76'154 CHF | 71.78% | 71.78% |
11.07.2024 | 1.25% | 1.55 CHF | 1.57 CHF | 65'000 | 65'000 | 48'672 | 48'672 | 77'416 CHF | 78'390 CHF | 82.89% | 82.89% |
10.07.2024 | 1.26% | 1.63 CHF | 1.65 CHF | 65'000 | 65'000 | 49'481 | 49'481 | 79'247 CHF | 80'238 CHF | 86.20% | 86.20% |
09.07.2024 | 1.29% | 1.55 CHF | 1.57 CHF | 65'000 | 65'000 | 47'907 | 47'907 | 74'663 CHF | 75'623 CHF | 80.10% | 80.10% |
08.07.2024 | 1.37% | 1.56 CHF | 1.58 CHF | 65'000 | 65'000 | 47'223 | 47'223 | 69'702 CHF | 70'648 CHF | 82.40% | 82.40% |
05.07.2024 | 1.37% | 1.47 CHF | 1.49 CHF | 65'000 | 65'000 | 47'143 | 47'143 | 69'245 CHF | 70'189 CHF | 82.83% | 82.83% |
04.07.2024 | 1.35% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 45'388 | 45'388 | 66'787 CHF | 67'694 CHF | 76.66% | 76.66% |
03.07.2024 | 1.37% | 1.48 CHF | 1.50 CHF | 65'000 | 65'000 | 48'881 | 48'881 | 71'281 CHF | 72'259 CHF | 70.17% | 70.17% |
02.07.2024 | 1.40% | 1.45 CHF | 1.47 CHF | 65'000 | 65'000 | 46'239 | 46'239 | 66'400 CHF | 67'326 CHF | 87.77% | 87.77% |