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 | 1.59% | 0.97 CHF | 0.98 CHF | 152'000 | 152'000 | 68'045 | 68'045 | 66'138 CHF | 67'021 CHF | 99.98% | 99.98% |
12.07.2024 | 1.51% | 0.99 CHF | 1.00 CHF | 153'000 | 153'000 | 69'073 | 69'073 | 69'754 CHF | 70'654 CHF | 100.00% | 100.00% |
11.07.2024 | 1.48% | 1.05 CHF | 1.06 CHF | 155'000 | 155'000 | 69'499 | 69'499 | 72'836 CHF | 73'739 CHF | 100.00% | 100.00% |
10.07.2024 | 1.59% | 1.06 CHF | 1.07 CHF | 154'000 | 154'000 | 67'826 | 67'826 | 69'023 CHF | 69'912 CHF | 99.86% | 99.86% |
09.07.2024 | 1.64% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 67'518 | 67'518 | 63'602 CHF | 64'480 CHF | 99.92% | 99.92% |
08.07.2024 | 1.70% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 67'292 | 67'292 | 61'419 CHF | 62'295 CHF | 100.00% | 100.00% |
05.07.2024 | 1.67% | 0.92 CHF | 0.93 CHF | 149'000 | 149'000 | 67'230 | 67'230 | 62'434 CHF | 63'309 CHF | 100.00% | 100.00% |
04.07.2024 | 1.62% | 0.93 CHF | 0.94 CHF | 60'000 | 60'000 | 48'297 | 48'297 | 45'215 CHF | 45'900 CHF | 100.00% | 100.00% |
03.07.2024 | 1.61% | 0.93 CHF | 0.94 CHF | 149'000 | 149'000 | 67'185 | 67'185 | 63'483 CHF | 64'358 CHF | 100.00% | 100.00% |
02.07.2024 | 1.49% | 1.00 CHF | 1.01 CHF | 151'000 | 151'000 | 67'833 | 67'833 | 69'625 CHF | 70'506 CHF | 99.94% | 99.94% |