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 | 0.77% | 1.18 CHF | 1.19 CHF | 77'400 | 77'400 | 76'825 | 76'825 | 99'542 CHF | 100'311 CHF | 99.99% | 99.99% |
12.07.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 82'000 | 82'000 | 82'814 | 82'814 | 107'123 CHF | 107'951 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 85'300 | 85'300 | 85'350 | 85'350 | 103'660 CHF | 104'514 CHF | 99.82% | 99.82% |
10.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 90'000 | 90'000 | 91'090 | 91'090 | 105'898 CHF | 106'809 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 89'100 | 89'100 | 88'344 | 88'344 | 105'483 CHF | 106'367 CHF | 99.74% | 99.74% |
08.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 90'900 | 90'900 | 90'612 | 90'612 | 105'885 CHF | 106'791 CHF | 100.00% | 100.00% |
05.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 88'100 | 88'100 | 87'980 | 87'980 | 102'908 CHF | 103'787 CHF | 99.81% | 99.81% |
04.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 90'700 | 90'700 | 90'378 | 90'378 | 106'516 CHF | 107'420 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 91'000 | 91'000 | 91'000 | 91'000 | 103'341 CHF | 104'251 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 95'300 | 95'300 | 96'025 | 96'025 | 103'100 CHF | 104'060 CHF | 100.00% | 100.00% |