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 | 1.01% | 0.98 CHF | 0.99 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 70'041 CHF | 70'749 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 72'379 CHF | 73'080 CHF | 100.00% | 100.00% |
11.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 72'000 | 72'000 | 70'086 | 70'086 | 72'004 CHF | 72'705 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 71'457 CHF | 72'165 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 72'219 CHF | 72'925 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 72'227 CHF | 72'929 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 74'048 CHF | 74'750 CHF | 99.81% | 99.81% |
04.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 72'415 CHF | 73'116 CHF | 99.49% | 99.49% |
03.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 72'000 | 72'000 | 71'636 | 71'636 | 72'050 CHF | 72'766 CHF | 99.36% | 99.36% |
02.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 74'000 | 74'000 | 73'938 | 73'938 | 67'494 CHF | 68'233 CHF | 100.00% | 100.00% |