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 | 1.46% | 0.68 CHF | 0.69 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 48'275 CHF | 48'984 CHF | 100.00% | 100.00% |
12.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 50'902 CHF | 51'603 CHF | 100.00% | 100.00% |
11.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 72'000 | 72'000 | 70'083 | 70'083 | 50'577 CHF | 51'278 CHF | 100.00% | 100.00% |
10.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 49'930 CHF | 50'637 CHF | 100.00% | 100.00% |
09.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 74'000 | 74'000 | 70'619 | 70'619 | 50'817 CHF | 51'524 CHF | 100.00% | 100.00% |
08.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 51'012 CHF | 51'713 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 52'788 CHF | 53'489 CHF | 99.81% | 99.81% |
04.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 51'171 CHF | 51'872 CHF | 99.49% | 99.49% |
03.07.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 72'000 | 72'000 | 71'637 | 71'637 | 50'339 CHF | 51'056 CHF | 99.37% | 99.37% |
02.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 74'000 | 74'000 | 73'938 | 73'938 | 45'192 CHF | 45'931 CHF | 100.00% | 100.00% |