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 | 0.86% | 1.16 CHF | 1.17 CHF | 91'000 | 91'000 | 91'000 | 91'000 | 105'208 CHF | 106'118 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 92'500 | 92'500 | 92'500 | 92'500 | 108'014 CHF | 108'939 CHF | 99.90% | 99.90% |
11.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 93'300 | 93'300 | 93'300 | 93'300 | 105'848 CHF | 106'781 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 96'300 | 96'300 | 96'300 | 96'300 | 107'878 CHF | 108'841 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 92'800 | 92'800 | 92'800 | 92'800 | 101'640 CHF | 102'568 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 93'100 | 93'100 | 93'100 | 93'100 | 107'761 CHF | 108'692 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 106'254 CHF | 107'174 CHF | 100.00% | 100.00% |
04.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 95'500 | 95'500 | 95'500 | 95'500 | 111'923 CHF | 112'878 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100'200 | 100'200 | 100'200 | 100'200 | 108'840 CHF | 109'842 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 99'000 | 99'000 | 99'000 | 99'000 | 97'704 CHF | 98'694 CHF | 99.98% | 99.98% |