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 | 1.73% | 0.57 CHF | 0.58 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 40'564 CHF | 41'272 CHF | 100.00% | 100.00% |
12.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 43'239 CHF | 43'940 CHF | 100.00% | 100.00% |
11.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 72'000 | 72'000 | 70'086 | 70'086 | 42'970 CHF | 43'672 CHF | 100.00% | 100.00% |
10.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 42'305 CHF | 43'012 CHF | 100.00% | 100.00% |
09.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 74'000 | 74'000 | 70'619 | 70'619 | 43'183 CHF | 43'889 CHF | 100.00% | 100.00% |
08.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 43'391 CHF | 44'092 CHF | 100.00% | 100.00% |
05.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 45'277 CHF | 45'979 CHF | 99.81% | 99.81% |
04.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 43'627 CHF | 44'328 CHF | 99.49% | 99.49% |
03.07.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 72'000 | 72'000 | 71'637 | 71'637 | 42'663 CHF | 43'379 CHF | 99.37% | 99.37% |
02.07.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 74'000 | 74'000 | 73'939 | 73'939 | 37'277 CHF | 38'016 CHF | 99.99% | 99.99% |