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 | 1.52% | 0.63 CHF | 0.64 CHF | 98'000 | 98'000 | 98'180 | 98'180 | 64'189 CHF | 65'170 CHF | 99.99% | 99.99% |
12.07.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 98'053 | 98'053 | 64'025 CHF | 65'005 CHF | 99.99% | 99.99% |
11.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 99'496 | 99'496 | 66'413 CHF | 67'409 CHF | 99.99% | 99.99% |
10.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'131 | 100'131 | 69'163 CHF | 70'165 CHF | 100.00% | 100.00% |
09.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 102'000 | 102'000 | 100'743 | 100'743 | 71'300 CHF | 72'308 CHF | 100.00% | 100.00% |
08.07.2024 | 1.65% | 0.64 CHF | 0.65 CHF | 98'000 | 98'000 | 97'477 | 97'477 | 58'548 CHF | 59'523 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 96'000 | 96'000 | 96'432 | 96'432 | 56'865 CHF | 57'829 CHF | 100.00% | 100.00% |
04.07.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 54'568 CHF | 55'528 CHF | 100.00% | 100.00% |
03.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 98'000 | 98'000 | 98'043 | 98'043 | 61'831 CHF | 62'811 CHF | 100.00% | 100.00% |
02.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 102'000 | 102'000 | 101'821 | 101'821 | 73'034 CHF | 74'052 CHF | 99.99% | 99.99% |