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 | 1.18% | 0.83 CHF | 0.84 CHF | 107'000 | 107'000 | 105'091 | 105'091 | 88'623 CHF | 89'674 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 105'000 | 105'000 | 105'325 | 105'325 | 88'724 CHF | 89'777 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 107'000 | 107'000 | 106'584 | 106'584 | 88'283 CHF | 89'350 CHF | 99.99% | 99.99% |
10.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 107'000 | 107'000 | 106'617 | 106'617 | 88'450 CHF | 89'516 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 107'000 | 107'000 | 107'668 | 107'668 | 86'818 CHF | 87'894 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 105'000 | 105'000 | 106'826 | 106'826 | 88'888 CHF | 89'956 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 107'000 | 107'000 | 106'999 | 106'999 | 88'476 CHF | 89'546 CHF | 99.81% | 99.81% |
04.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 88'313 CHF | 89'383 CHF | 99.49% | 99.49% |
03.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 107'000 | 107'000 | 106'627 | 106'627 | 88'806 CHF | 89'872 CHF | 99.37% | 99.37% |
02.07.2024 | 1.33% | 0.82 CHF | 0.83 CHF | 107'000 | 107'000 | 102'151 | 102'151 | 84'044 CHF | 85'076 CHF | 100.00% | 100.00% |