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 | 0.90% | 1.10 CHF | 1.11 CHF | 71'700 | 71'700 | 70'450 | 70'450 | 78'304 CHF | 79'009 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 70'600 | 70'600 | 70'031 | 70'031 | 78'798 CHF | 79'499 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 70'500 | 70'500 | 70'361 | 70'361 | 78'151 CHF | 78'856 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 70'600 | 70'600 | 69'983 | 69'983 | 78'317 CHF | 79'018 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 70'400 | 70'400 | 70'146 | 70'146 | 78'136 CHF | 78'839 CHF | 90.47% | 100.00% |
08.07.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 70'900 | 70'900 | 70'951 | 70'951 | 77'304 CHF | 78'014 CHF | 100.00% | 100.00% |
05.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 72'000 | 72'000 | 72'035 | 72'035 | 76'655 CHF | 77'376 CHF | 99.22% | 99.22% |
04.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 72'900 | 72'900 | 73'185 | 73'185 | 75'572 CHF | 76'304 CHF | 99.84% | 99.84% |
03.07.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 79'500 | 79'500 | 78'621 | 78'621 | 70'482 CHF | 71'269 CHF | 99.85% | 99.85% |
02.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 79'400 | 79'400 | 79'533 | 79'533 | 69'119 CHF | 69'915 CHF | 100.00% | 100.00% |