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 | 1.65% | 0.61 CHF | 0.62 CHF | 79'000 | 79'000 | 79'087 | 79'087 | 47'568 CHF | 48'359 CHF | 99.41% | 99.41% |
12.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 52'985 CHF | 53'787 CHF | 100.00% | 100.00% |
11.07.2024 | 1.45% | 0.64 CHF | 0.65 CHF | 80'000 | 80'000 | 80'888 | 80'888 | 55'572 CHF | 56'381 CHF | 99.83% | 99.83% |
10.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 60'823 CHF | 61'641 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 82'000 | 82'000 | 81'648 | 81'648 | 59'083 CHF | 59'900 CHF | 99.78% | 99.78% |
08.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 58'769 CHF | 59'585 CHF | 99.42% | 99.42% |
05.07.2024 | 1.51% | 0.80 CHF | 0.81 CHF | 83'000 | 83'000 | 80'392 | 80'392 | 53'077 CHF | 53'881 CHF | 99.29% | 99.29% |
04.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 47'868 CHF | 48'664 CHF | 100.00% | 100.00% |
03.07.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 58'949 CHF | 59'765 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 77'137 CHF | 77'990 CHF | 99.99% | 99.99% |