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 | 0.82% | 1.22 CHF | 1.23 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 102'021 CHF | 102'861 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 101'355 CHF | 102'186 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 84'000 | 84'000 | 83'150 | 83'150 | 100'847 CHF | 101'680 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 101'155 CHF | 101'987 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 98'250 CHF | 99'090 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 99'870 CHF | 100'710 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 97'223 CHF | 98'063 CHF | 100.00% | 100.00% |
04.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 95'405 CHF | 96'245 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 96'856 CHF | 97'727 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 95'080 CHF | 95'960 CHF | 100.00% | 100.00% |