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 | 1.11% | 0.92 CHF | 0.93 CHF | 360'600 | 360'600 | 161'189 | 161'189 | 147'834 CHF | 149'451 CHF | 99.96% | 99.96% |
12.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 356'200 | 356'200 | 159'471 | 159'471 | 146'953 CHF | 148'551 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 0.94 CHF | 0.95 CHF | 321'300 | 321'300 | 140'484 | 140'484 | 143'801 CHF | 145'215 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 316'400 | 316'400 | 140'984 | 140'984 | 147'578 CHF | 148'990 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 316'600 | 316'600 | 141'704 | 141'704 | 149'278 CHF | 150'698 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 311'400 | 311'400 | 139'327 | 139'327 | 147'238 CHF | 148'634 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 326'000 | 326'000 | 145'281 | 145'281 | 150'557 CHF | 152'013 CHF | 99.81% | 99.81% |
04.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 130'400 | 130'400 | 104'478 | 104'478 | 106'705 CHF | 107'750 CHF | 98.30% | 98.30% |
03.07.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 309'900 | 309'900 | 137'780 | 137'780 | 145'061 CHF | 146'442 CHF | 100.00% | 100.00% |
02.07.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 327'000 | 327'000 | 145'919 | 145'919 | 145'414 CHF | 146'876 CHF | 100.00% | 100.00% |