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 | 47'800 | 47'800 | 47'600 | 47'600 | 41'310 CHF | 41'786 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 47'300 | 47'300 | 47'409 | 47'409 | 42'157 CHF | 42'631 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 48'500 | 48'500 | 48'526 | 48'526 | 44'002 CHF | 44'487 CHF | 99.83% | 99.83% |
10.07.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 48'100 | 48'100 | 47'669 | 47'669 | 42'999 CHF | 43'476 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 46'000 | 46'000 | 45'604 | 45'604 | 41'331 CHF | 41'787 CHF | 99.74% | 99.74% |
08.07.2024 | 0.97% | 0.96 CHF | 0.97 CHF | 42'200 | 42'200 | 42'060 | 42'060 | 42'993 CHF | 43'414 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 43'400 | 43'400 | 43'259 | 43'259 | 44'204 CHF | 44'637 CHF | 99.81% | 99.81% |
04.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 45'700 | 45'700 | 45'739 | 45'739 | 44'433 CHF | 44'890 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'102 | 50'102 | 46'355 CHF | 46'856 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 50'300 | 50'300 | 50'352 | 50'352 | 41'034 CHF | 41'538 CHF | 100.00% | 100.00% |