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 | 1.56% | 0.63 CHF | 0.64 CHF | 91'000 | 91'000 | 41'140 | 41'140 | 26'593 CHF | 27'005 CHF | 100.00% | 100.00% |
12.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 93'000 | 93'000 | 42'260 | 42'260 | 30'143 CHF | 30'566 CHF | 99.98% | 99.98% |
11.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 94'000 | 94'000 | 42'457 | 42'457 | 31'254 CHF | 31'679 CHF | 100.00% | 100.00% |
10.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 95'000 | 95'000 | 42'689 | 42'689 | 33'049 CHF | 33'477 CHF | 99.90% | 99.90% |
09.07.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 95'000 | 95'000 | 42'624 | 42'624 | 32'097 CHF | 32'524 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 95'000 | 95'000 | 42'501 | 42'501 | 32'289 CHF | 32'715 CHF | 100.00% | 100.00% |
05.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 96'000 | 96'000 | 42'813 | 42'813 | 33'799 CHF | 34'227 CHF | 99.90% | 99.90% |
04.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 38'000 | 38'000 | 30'559 | 30'559 | 23'960 CHF | 24'265 CHF | 100.00% | 100.00% |
03.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 95'000 | 95'000 | 42'596 | 42'596 | 32'317 CHF | 32'743 CHF | 100.00% | 100.00% |
02.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 94'000 | 94'000 | 42'522 | 42'522 | 33'778 CHF | 34'204 CHF | 100.00% | 100.00% |