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% | 0.85 CHF | 0.86 CHF | 114'700 | 114'700 | 116'117 | 116'117 | 100'487 CHF | 101'648 CHF | 99.97% | 99.97% |
12.07.2024 | 1.20% | 0.91 CHF | 0.92 CHF | 122'100 | 122'100 | 130'615 | 130'615 | 108'656 CHF | 109'962 CHF | 100.00% | 100.00% |
11.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 132'100 | 132'100 | 131'144 | 131'144 | 109'640 CHF | 110'952 CHF | 99.99% | 99.99% |
10.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 136'700 | 136'700 | 136'137 | 136'137 | 110'880 CHF | 112'241 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 0.77 CHF | 0.78 CHF | 128'100 | 128'100 | 127'572 | 127'572 | 105'356 CHF | 106'632 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 127'200 | 127'200 | 117'847 | 117'847 | 103'868 CHF | 105'047 CHF | 100.00% | 100.00% |
05.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 124'400 | 124'400 | 126'127 | 126'127 | 110'788 CHF | 112'050 CHF | 99.80% | 99.80% |
04.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 138'500 | 138'500 | 137'926 | 137'926 | 109'195 CHF | 110'575 CHF | 99.50% | 99.50% |
03.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 145'500 | 145'500 | 144'900 | 144'900 | 111'678 CHF | 113'127 CHF | 100.00% | 100.00% |
02.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 142'600 | 142'600 | 142'012 | 142'012 | 102'636 CHF | 104'056 CHF | 99.99% | 99.99% |