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 | - | 0.65 CHF | - CHF | 62'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.97% |
12.07.2024 | 1.34% | 0.56 CHF | 0.70 CHF | 61'000 | 62'000 | 62'642 | 62'642 | 46'422 CHF | 47'048 CHF | 73.08% | 100.00% |
11.07.2024 | 1.71% | 0.66 CHF | 0.67 CHF | 62'000 | 62'000 | 61'222 | 61'222 | 35'888 CHF | 36'501 CHF | 45.79% | 99.98% |
10.07.2024 | 1.41% | 0.61 CHF | 0.62 CHF | 62'000 | 62'000 | 62'625 | 62'625 | 44'162 CHF | 44'788 CHF | 100.00% | 100.00% |
09.07.2024 | 1.53% | 0.72 CHF | 0.73 CHF | 63'000 | 63'000 | 62'118 | 62'118 | 40'245 CHF | 40'867 CHF | 100.00% | 100.00% |
08.07.2024 | 1.69% | 0.63 CHF | 0.64 CHF | 62'000 | 62'000 | 61'798 | 61'798 | 36'393 CHF | 37'011 CHF | 100.00% | 100.00% |
05.07.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 62'000 | 62'000 | 62'000 | 62'000 | 39'480 CHF | 40'100 CHF | 99.81% | 99.81% |
04.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 63'000 | 63'000 | 62'284 | 62'284 | 43'161 CHF | 43'784 CHF | 99.50% | 99.50% |
03.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 63'000 | 63'000 | 62'628 | 62'628 | 44'622 CHF | 45'248 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 0.89 CHF | 0.90 CHF | 64'000 | 64'000 | 64'786 | 64'786 | 63'763 CHF | 64'411 CHF | 100.00% | 100.00% |