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 | 1.31% | 0.75 CHF | 0.76 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 62'058 CHF | 62'874 CHF | 100.00% | 100.00% |
12.07.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 64'028 CHF | 64'845 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 82'000 | 82'000 | 82'024 | 82'024 | 66'263 CHF | 67'084 CHF | 99.99% | 99.99% |
10.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 62'466 CHF | 63'282 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 79'237 CHF | 80'093 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 78'017 CHF | 78'872 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 86'000 | 86'000 | 85'792 | 85'792 | 81'914 CHF | 82'772 CHF | 99.82% | 99.82% |
04.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 94'322 CHF | 95'212 CHF | 99.50% | 99.50% |
03.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 93'108 CHF | 93'992 CHF | 99.37% | 99.37% |
02.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 105'630 CHF | 106'547 CHF | 99.43% | 99.43% |