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 | 0.89% | 1.04 CHF | 1.05 CHF | 97'900 | 97'900 | 98'055 | 98'055 | 109'499 CHF | 110'480 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 98'100 | 98'100 | 103'775 | 103'775 | 117'291 CHF | 118'329 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 1.07 CHF | 1.08 CHF | 105'500 | 105'500 | 102'123 | 102'123 | 114'294 CHF | 115'315 CHF | 71.56% | 71.56% |
10.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100'400 | 100'400 | 100'014 | 100'014 | 114'279 CHF | 115'280 CHF | 99.38% | 99.38% |
09.07.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 99'900 | 99'900 | 104'550 | 104'550 | 117'034 CHF | 118'079 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 106'000 | 106'000 | 112'135 | 112'135 | 118'788 CHF | 119'909 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 0.98 CHF | 0.99 CHF | 114'100 | 114'100 | 109'432 | 109'432 | 114'797 CHF | 115'892 CHF | 100.00% | 100.00% |
04.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 108'000 | 108'000 | 103'582 | 103'582 | 110'440 CHF | 111'476 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 102'200 | 102'200 | 99'421 | 99'421 | 110'997 CHF | 111'991 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 1.10 CHF | 1.11 CHF | 98'700 | 98'700 | 95'360 | 95'360 | 111'676 CHF | 112'629 CHF | 99.95% | 99.95% |