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% | 0.73 CHF | 0.74 CHF | 79'000 | 79'000 | 79'087 | 79'087 | 57'958 CHF | 58'749 CHF | 99.41% | 99.41% |
12.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 54'081 CHF | 54'882 CHF | 100.00% | 100.00% |
11.07.2024 | 1.54% | 0.69 CHF | 0.70 CHF | 80'000 | 80'000 | 80'890 | 80'890 | 52'423 CHF | 53'232 CHF | 99.82% | 99.82% |
10.07.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 48'032 CHF | 48'851 CHF | 100.00% | 100.00% |
09.07.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 49'685 CHF | 50'501 CHF | 99.73% | 99.73% |
08.07.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 49'986 CHF | 50'803 CHF | 99.42% | 99.42% |
05.07.2024 | 1.47% | 0.54 CHF | 0.55 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 54'482 CHF | 55'286 CHF | 99.29% | 99.29% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 58'827 CHF | 59'623 CHF | 100.00% | 100.00% |
03.07.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 50'180 CHF | 50'996 CHF | 100.00% | 100.00% |
02.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 36'195 CHF | 37'047 CHF | 99.99% | 99.99% |