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 | 239'600 | 239'600 | 239'600 | 239'600 | 215'391 CHF | 217'787 CHF | 99.10% | 99.10% |
12.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 250'100 | 250'100 | 250'100 | 250'100 | 229'526 CHF | 232'027 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 250'400 | 250'400 | 250'400 | 250'400 | 226'350 CHF | 228'854 CHF | 100.00% | 100.00% |
10.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 269'800 | 269'800 | 269'800 | 269'800 | 229'869 CHF | 232'567 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 248'800 | 248'800 | 248'800 | 248'800 | 204'794 CHF | 207'282 CHF | 100.00% | 100.00% |
08.07.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 246'900 | 246'900 | 246'900 | 246'900 | 233'436 CHF | 235'905 CHF | 100.00% | 100.00% |
05.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 235'800 | 235'800 | 235'800 | 235'800 | 215'642 CHF | 218'000 CHF | 100.00% | 100.00% |
04.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 257'100 | 257'100 | 257'100 | 257'100 | 243'145 CHF | 245'716 CHF | 100.00% | 100.00% |
03.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 286'600 | 286'600 | 286'600 | 286'600 | 246'401 CHF | 249'267 CHF | 100.00% | 100.00% |
02.07.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 262'400 | 262'400 | 262'400 | 262'400 | 197'777 CHF | 200'401 CHF | 100.00% | 100.00% |