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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 50'981 CHF | 51'780 CHF | 100.00% | 100.00% |
11.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 80'569 | 80'569 | 53'849 CHF | 54'655 CHF | 99.82% | 99.82% |
10.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 81'000 | 81'000 | 81'489 | 81'489 | 58'363 CHF | 59'178 CHF | 100.00% | 100.00% |
09.07.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 82'000 | 82'000 | 80'712 | 80'712 | 55'274 CHF | 56'082 CHF | 99.73% | 99.73% |
08.07.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 81'000 | 81'000 | 80'314 | 80'314 | 53'166 CHF | 53'969 CHF | 100.00% | 100.00% |
05.07.2024 | 1.63% | 0.67 CHF | 0.68 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 48'481 CHF | 49'274 CHF | 99.81% | 99.81% |
04.07.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80'000 | 80'000 | 80'002 | 80'002 | 51'898 CHF | 52'698 CHF | 100.00% | 100.00% |
03.07.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 80'609 | 80'609 | 54'456 CHF | 55'262 CHF | 100.00% | 100.00% |
02.07.2024 | 1.37% | 0.69 CHF | 0.70 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 59'231 CHF | 60'048 CHF | 99.99% | 99.99% |
01.07.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 81'000 | 81'000 | 80'940 | 80'940 | 55'770 CHF | 56'579 CHF | 89.30% | 89.30% |