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 | 1.85% | 0.53 CHF | 0.54 CHF | 74'000 | 74'000 | 70'837 | 70'837 | 38'003 CHF | 38'711 CHF | 100.00% | 100.00% |
12.07.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 72'000 | 72'000 | 70'126 | 70'126 | 40'724 CHF | 41'426 CHF | 100.00% | 100.00% |
11.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 72'000 | 72'000 | 70'083 | 70'083 | 40'462 CHF | 41'163 CHF | 99.99% | 99.99% |
10.07.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 72'000 | 72'000 | 70'724 | 70'724 | 39'749 CHF | 40'456 CHF | 100.00% | 100.00% |
09.07.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 74'000 | 74'000 | 70'618 | 70'618 | 40'606 CHF | 41'313 CHF | 100.00% | 100.00% |
08.07.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 72'000 | 72'000 | 70'128 | 70'128 | 40'962 CHF | 41'663 CHF | 100.00% | 100.00% |
05.07.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 72'000 | 72'000 | 70'120 | 70'120 | 42'750 CHF | 43'451 CHF | 99.82% | 99.82% |
04.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 72'000 | 72'000 | 70'119 | 70'119 | 41'124 CHF | 41'825 CHF | 99.50% | 99.50% |
03.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 72'000 | 72'000 | 71'636 | 71'636 | 40'132 CHF | 40'848 CHF | 99.35% | 99.35% |
02.07.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 74'000 | 74'000 | 73'938 | 73'938 | 34'706 CHF | 35'445 CHF | 100.00% | 100.00% |