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 | 1.77% | 0.87 CHF | 0.88 CHF | 152'000 | 152'000 | 68'065 | 68'065 | 59'312 CHF | 60'196 CHF | 100.00% | 100.00% |
12.07.2024 | 1.68% | 0.89 CHF | 0.90 CHF | 153'000 | 153'000 | 69'076 | 69'076 | 62'764 CHF | 63'664 CHF | 100.00% | 100.00% |
11.07.2024 | 1.63% | 0.95 CHF | 0.96 CHF | 155'000 | 155'000 | 69'499 | 69'499 | 65'822 CHF | 66'726 CHF | 100.00% | 100.00% |
10.07.2024 | 1.77% | 0.96 CHF | 0.97 CHF | 154'000 | 154'000 | 67'942 | 67'942 | 62'245 CHF | 63'135 CHF | 100.00% | 100.00% |
09.07.2024 | 1.85% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 56'670 CHF | 57'548 CHF | 100.00% | 100.00% |
08.07.2024 | 1.91% | 0.83 CHF | 0.84 CHF | 150'000 | 150'000 | 67'315 | 67'315 | 54'638 CHF | 55'515 CHF | 99.71% | 99.71% |
05.07.2024 | 1.87% | 0.82 CHF | 0.83 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 55'603 CHF | 56'479 CHF | 100.00% | 100.00% |
04.07.2024 | 1.82% | 0.83 CHF | 0.84 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 40'140 CHF | 40'825 CHF | 100.00% | 100.00% |
03.07.2024 | 1.80% | 0.83 CHF | 0.84 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 56'687 CHF | 57'562 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.90 CHF | 0.91 CHF | 151'000 | 151'000 | 67'879 | 67'879 | 62'769 CHF | 63'651 CHF | 100.00% | 100.00% |