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 | 0.77% | 1.30 CHF | 1.31 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 108'598 CHF | 109'438 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 107'837 CHF | 108'668 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 84'000 | 84'000 | 83'149 | 83'149 | 107'345 CHF | 108'177 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 107'654 CHF | 108'485 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 104'796 CHF | 105'636 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 106'423 CHF | 107'263 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 103'832 CHF | 104'672 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 101'985 CHF | 102'825 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 103'740 CHF | 104'610 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 102'022 CHF | 102'902 CHF | 100.00% | 100.00% |