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 | 1.71% | 0.56 CHF | 0.57 CHF | 164'700 | 164'700 | 166'410 | 166'410 | 96'670 CHF | 98'334 CHF | 100.00% | 100.00% |
11.07.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 161'000 | 161'000 | 161'105 | 161'105 | 99'963 CHF | 101'574 CHF | 99.83% | 99.83% |
10.07.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 149'600 | 149'600 | 151'483 | 151'483 | 98'664 CHF | 100'179 CHF | 100.00% | 100.00% |
09.07.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 155'600 | 155'600 | 154'292 | 154'292 | 97'760 CHF | 99'304 CHF | 99.73% | 99.73% |
08.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 151'500 | 151'500 | 151'002 | 151'002 | 97'887 CHF | 99'397 CHF | 100.00% | 100.00% |
05.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 157'400 | 157'400 | 157'182 | 157'182 | 102'173 CHF | 103'745 CHF | 99.81% | 99.81% |
04.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 151'300 | 151'300 | 150'744 | 150'744 | 97'347 CHF | 98'854 CHF | 100.00% | 100.00% |
03.07.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 150'700 | 150'700 | 150'700 | 150'700 | 101'007 CHF | 102'514 CHF | 100.00% | 100.00% |
02.07.2024 | 1.40% | 0.67 CHF | 0.68 CHF | 141'400 | 141'400 | 142'427 | 142'427 | 101'379 CHF | 102'804 CHF | 99.99% | 99.99% |
01.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 141'000 | 141'000 | 139'428 | 139'428 | 96'364 CHF | 97'758 CHF | 89.26% | 89.26% |