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 | 1.24% | 0.77 CHF | 0.78 CHF | 94'900 | 94'900 | 93'700 | 93'700 | 75'405 CHF | 76'342 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 96'600 | 96'600 | 97'172 | 97'172 | 78'158 CHF | 79'130 CHF | 100.00% | 100.00% |
11.07.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 101'100 | 101'100 | 101'439 | 101'439 | 79'166 CHF | 80'180 CHF | 100.00% | 100.00% |
10.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 104'500 | 104'500 | 104'873 | 104'873 | 76'674 CHF | 77'723 CHF | 100.00% | 100.00% |
09.07.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 104'100 | 104'100 | 102'850 | 102'850 | 77'239 CHF | 78'269 CHF | 100.00% | 100.00% |
08.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 102'500 | 102'500 | 102'203 | 102'203 | 76'804 CHF | 77'826 CHF | 99.99% | 99.99% |
05.07.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100'900 | 100'900 | 100'091 | 100'091 | 77'135 CHF | 78'136 CHF | 100.00% | 100.00% |
04.07.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 105'500 | 105'500 | 106'122 | 106'122 | 79'443 CHF | 80'504 CHF | 100.00% | 100.00% |
03.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 107'900 | 107'900 | 107'373 | 107'373 | 78'582 CHF | 79'656 CHF | 99.99% | 99.99% |
02.07.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 109'100 | 109'100 | 109'649 | 109'649 | 74'846 CHF | 75'943 CHF | 100.00% | 100.00% |