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 | 1.23% | 0.82 CHF | 0.83 CHF | 95'900 | 95'900 | 95'932 | 95'932 | 77'394 CHF | 78'354 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 99'600 | 99'600 | 99'956 | 99'956 | 79'454 CHF | 80'454 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.77 CHF | 0.78 CHF | 96'900 | 96'900 | 96'056 | 96'056 | 77'459 CHF | 78'420 CHF | 100.00% | 100.00% |
10.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 98'600 | 98'600 | 99'179 | 99'179 | 78'740 CHF | 79'732 CHF | 100.00% | 100.00% |
09.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 96'500 | 96'500 | 96'344 | 96'344 | 75'965 CHF | 76'929 CHF | 100.00% | 100.00% |
08.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 96'100 | 96'100 | 95'400 | 95'400 | 80'139 CHF | 81'093 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 96'000 | 96'000 | 96'075 | 96'075 | 78'198 CHF | 79'159 CHF | 100.00% | 100.00% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 101'100 | 101'100 | 101'859 | 101'859 | 81'412 CHF | 82'431 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 109'000 | 109'000 | 108'776 | 108'776 | 82'354 CHF | 83'442 CHF | 100.00% | 100.00% |
02.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 105'700 | 105'700 | 106'343 | 106'343 | 74'638 CHF | 75'702 CHF | 99.99% | 99.99% |