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 | 1.36% | 0.74 CHF | 0.75 CHF | 79'000 | 79'000 | 79'087 | 79'087 | 57'975 CHF | 58'766 CHF | 99.40% | 99.40% |
12.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 63'462 CHF | 64'264 CHF | 100.00% | 100.00% |
11.07.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 80'000 | 80'000 | 80'889 | 80'889 | 66'158 CHF | 66'968 CHF | 99.85% | 99.85% |
10.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 71'491 CHF | 72'309 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 69'728 CHF | 70'545 CHF | 99.73% | 99.73% |
08.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 69'427 CHF | 70'244 CHF | 99.42% | 99.42% |
05.07.2024 | 1.26% | 0.93 CHF | 0.94 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 63'629 CHF | 64'433 CHF | 99.29% | 99.29% |
04.07.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 58'335 CHF | 59'131 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 69'593 CHF | 70'410 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 88'841 CHF | 89'693 CHF | 100.00% | 100.00% |