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 | 1.01% | 994.50 CHF | 1'004.00 CHF | 100 | 100 | 100 | 100 | 99'615 CHF | 100'622 CHF | 78.48% | 78.48% |
12.07.2024 | 1.00% | 999.50 CHF | 1'010.00 CHF | 100 | 100 | 100 | 100 | 99'619 CHF | 100'623 CHF | 87.91% | 87.91% |
11.07.2024 | 1.01% | 1'000.00 CHF | 1'008.00 CHF | 20 | 20 | 93 | 93 | 93'017 CHF | 93'958 CHF | 71.56% | 99.88% |
10.07.2024 | 1.00% | 989.50 CHF | 999.50 CHF | 100 | 100 | 100 | 100 | 98'970 CHF | 99'967 CHF | 93.52% | 93.52% |
09.07.2024 | 1.01% | 987.50 CHF | 997.50 CHF | 100 | 100 | 100 | 100 | 99'065 CHF | 100'070 CHF | 100.00% | 100.00% |
08.07.2024 | 1.00% | 990.50 CHF | 1'001.00 CHF | 100 | 100 | 100 | 100 | 99'391 CHF | 100'391 CHF | 100.00% | 100.00% |
05.07.2024 | 1.00% | 987.00 CHF | 997.00 CHF | 100 | 100 | 85 | 85 | 83'881 CHF | 84'728 CHF | 98.12% | 98.12% |
04.07.2024 | 1.00% | 990.50 CHF | 1'001.00 CHF | 20 | 20 | 20 | 20 | 19'791 CHF | 19'991 CHF | 100.00% | 100.00% |
03.07.2024 | 1.01% | 985.00 CHF | 995.00 CHF | 100 | 100 | 100 | 100 | 98'127 CHF | 99'119 CHF | 100.00% | 100.00% |
02.07.2024 | 1.00% | 972.50 CHF | 982.50 CHF | 100 | 100 | 100 | 100 | 96'992 CHF | 97'972 CHF | 100.00% | 100.00% |