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 | 1.15% | 0.84 CHF | 0.85 CHF | 929'000 | 929'000 | 929'000 | 929'000 | 802'466 CHF | 811'756 CHF | 100.00% | 100.00% |
12.07.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 990'100 | 990'100 | 990'100 | 990'100 | 851'057 CHF | 860'958 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1'006'600 | 1'006'600 | 1'006'600 | 1'006'600 | 836'384 CHF | 846'450 CHF | 99.89% | 99.89% |
10.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 1'062'100 | 1'062'100 | 1'062'100 | 1'062'100 | 833'290 CHF | 843'912 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 989'800 | 989'800 | 989'800 | 989'800 | 781'685 CHF | 791'583 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 978'400 | 978'400 | 978'400 | 978'400 | 834'425 CHF | 844'209 CHF | 98.70% | 98.70% |
05.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 969'900 | 969'900 | 969'900 | 969'900 | 834'097 CHF | 843'796 CHF | 100.00% | 100.00% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 990'400 | 990'400 | 990'400 | 990'400 | 835'311 CHF | 845'215 CHF | 100.00% | 100.00% |
03.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 1'049'100 | 1'049'100 | 1'049'100 | 1'049'100 | 859'862 CHF | 870'353 CHF | 100.00% | 100.00% |
02.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 1'023'200 | 1'023'200 | 1'023'200 | 1'023'200 | 766'150 CHF | 776'382 CHF | 100.00% | 100.00% |