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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 79'410 | 79'410 | 79'015 | 79'015 | 72'445 CHF | 73'236 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 80'340 | 80'340 | 79'708 | 79'708 | 69'169 CHF | 69'967 CHF | 99.39% | 99.39% |
10.07.2024 | 1.30% | 0.83 CHF | 0.84 CHF | 81'150 | 81'150 | 81'083 | 81'103 | 62'534 CHF | 63'360 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 82'540 | 82'540 | 81'544 | 81'544 | 60'661 CHF | 61'477 CHF | 99.49% | 99.49% |
08.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 82'990 | 82'990 | 82'089 | 82'089 | 58'177 CHF | 58'999 CHF | 99.97% | 99.97% |
05.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 82'950 | 82'950 | 81'653 | 81'653 | 60'808 CHF | 61'625 CHF | 100.00% | 100.00% |
04.07.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 83'130 | 83'130 | 82'713 | 82'713 | 56'476 CHF | 57'304 CHF | 100.00% | 100.00% |
03.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 82'160 | 82'160 | 80'998 | 80'998 | 63'614 CHF | 64'425 CHF | 100.00% | 100.00% |
02.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 81'000 | 81'000 | 80'520 | 80'520 | 64'496 CHF | 65'302 CHF | 99.74% | 99.74% |
01.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 80'570 | 80'570 | 79'909 | 79'909 | 66'747 CHF | 67'547 CHF | 97.25% | 98.34% |