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 | 0.99% | 1.00 CHF | 1.01 CHF | 71'700 | 71'700 | 70'445 | 70'445 | 71'516 CHF | 72'221 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70'600 | 70'600 | 70'008 | 70'008 | 72'041 CHF | 72'742 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 70'600 | 70'600 | 70'398 | 70'398 | 71'410 CHF | 72'115 CHF | 100.00% | 100.00% |
10.07.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 70'600 | 70'600 | 69'959 | 69'959 | 71'690 CHF | 72'390 CHF | 97.26% | 100.00% |
09.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 70'500 | 70'500 | 70'256 | 70'256 | 71'426 CHF | 72'129 CHF | 97.58% | 100.00% |
08.07.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 70'900 | 70'900 | 70'932 | 70'932 | 70'460 CHF | 71'171 CHF | 100.00% | 100.00% |
05.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 72'000 | 72'000 | 72'010 | 72'010 | 69'610 CHF | 70'330 CHF | 99.22% | 99.22% |
04.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 72'800 | 72'800 | 73'146 | 73'146 | 68'494 CHF | 69'227 CHF | 99.84% | 99.84% |
03.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 79'500 | 79'500 | 78'583 | 78'583 | 62'710 CHF | 63'496 CHF | 99.85% | 99.85% |
02.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 79'400 | 79'400 | 79'529 | 79'529 | 61'404 CHF | 62'200 CHF | 100.00% | 100.00% |