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 | 1.34% | 0.73 CHF | 0.74 CHF | 100'900 | 100'900 | 100'485 | 100'485 | 74'246 CHF | 75'251 CHF | 99.99% | 99.99% |
12.07.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 108'100 | 108'100 | 110'506 | 110'506 | 79'005 CHF | 80'110 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 117'800 | 117'800 | 117'314 | 117'314 | 79'230 CHF | 80'403 CHF | 99.83% | 99.83% |
10.07.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 118'900 | 118'900 | 121'124 | 121'124 | 77'462 CHF | 78'673 CHF | 100.00% | 100.00% |
09.07.2024 | 1.48% | 0.64 CHF | 0.65 CHF | 114'900 | 114'900 | 111'226 | 111'226 | 74'644 CHF | 75'756 CHF | 99.74% | 99.74% |
08.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 115'400 | 115'400 | 114'963 | 114'963 | 77'414 CHF | 78'563 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 117'800 | 117'800 | 113'694 | 113'694 | 77'107 CHF | 78'244 CHF | 99.81% | 99.81% |
04.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 119'700 | 119'700 | 120'904 | 120'904 | 78'260 CHF | 79'469 CHF | 100.00% | 100.00% |
03.07.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 131'900 | 131'900 | 131'356 | 131'356 | 80'384 CHF | 81'697 CHF | 100.00% | 100.00% |
02.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 129'600 | 129'600 | 128'901 | 128'901 | 72'191 CHF | 73'480 CHF | 100.00% | 100.00% |