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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 144'200 | 144'200 | 145'369 | 145'369 | 79'676 CHF | 81'129 CHF | 100.00% | 100.00% |
11.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 149'000 | 149'000 | 149'572 | 149'572 | 79'452 CHF | 80'948 CHF | 99.82% | 99.82% |
10.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 153'000 | 153'000 | 153'629 | 153'629 | 77'420 CHF | 78'956 CHF | 100.00% | 100.00% |
09.07.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 149'600 | 149'600 | 147'873 | 147'873 | 77'354 CHF | 78'835 CHF | 99.73% | 99.73% |
08.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 145'600 | 145'600 | 144'923 | 144'923 | 77'754 CHF | 79'203 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 0.53 CHF | 0.54 CHF | 141'100 | 141'100 | 139'373 | 139'373 | 79'058 CHF | 80'452 CHF | 99.80% | 99.80% |
04.07.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 144'300 | 144'300 | 144'826 | 144'826 | 79'040 CHF | 80'488 CHF | 100.00% | 100.00% |
03.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 148'100 | 148'100 | 148'901 | 148'901 | 78'796 CHF | 80'285 CHF | 100.00% | 100.00% |
02.07.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 151'200 | 151'200 | 152'069 | 152'069 | 76'227 CHF | 77'748 CHF | 99.99% | 99.99% |
01.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 153'300 | 153'300 | 152'711 | 152'711 | 79'760 CHF | 81'288 CHF | 89.26% | 89.26% |