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 | 1.47% | 0.67 CHF | 0.68 CHF | 143'000 | 143'000 | 143'169 | 143'169 | 96'560 CHF | 97'992 CHF | 100.00% | 100.00% |
12.07.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 124'600 | 124'600 | 124'600 | 124'600 | 69'697 CHF | 70'943 CHF | 100.00% | 100.00% |
11.07.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 108'800 | 108'800 | 109'424 | 109'424 | 64'210 CHF | 65'304 CHF | 99.83% | 99.83% |
10.07.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 102'900 | 102'900 | 102'900 | 102'900 | 72'174 CHF | 73'203 CHF | 99.99% | 99.99% |
09.07.2024 | 1.48% | 0.72 CHF | 0.73 CHF | 103'900 | 103'900 | 103'784 | 103'784 | 69'854 CHF | 70'893 CHF | 99.73% | 99.73% |
08.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 114'400 | 114'400 | 114'400 | 114'400 | 77'181 CHF | 78'325 CHF | 99.98% | 99.98% |
05.07.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 120'000 | 120'000 | 117'616 | 117'616 | 71'803 CHF | 72'979 CHF | 99.80% | 99.80% |
04.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 122'700 | 122'700 | 121'543 | 121'543 | 74'547 CHF | 75'762 CHF | 100.00% | 100.00% |
03.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 124'300 | 124'300 | 121'668 | 121'668 | 72'503 CHF | 73'720 CHF | 100.00% | 100.00% |
02.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 116'600 | 116'600 | 117'538 | 117'538 | 70'852 CHF | 72'028 CHF | 99.99% | 99.99% |