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 | 1.03% | 0.96 CHF | 0.97 CHF | 135'200 | 135'200 | 135'103 | 135'103 | 130'735 CHF | 132'086 CHF | 100.00% | 100.00% |
12.07.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 126'600 | 126'600 | 127'286 | 127'286 | 123'351 CHF | 124'624 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 123'900 | 123'900 | 123'390 | 123'390 | 123'712 CHF | 124'946 CHF | 100.00% | 100.00% |
10.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 126'000 | 126'000 | 126'930 | 126'930 | 133'560 CHF | 134'829 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 127'200 | 127'200 | 126'874 | 126'874 | 129'796 CHF | 131'065 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 127'700 | 127'700 | 127'173 | 127'173 | 127'614 CHF | 128'885 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 132'200 | 132'200 | 131'413 | 131'413 | 128'198 CHF | 129'512 CHF | 99.82% | 99.82% |
04.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 125'500 | 125'500 | 124'895 | 124'895 | 122'834 CHF | 124'083 CHF | 99.50% | 99.50% |
03.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 121'200 | 121'200 | 120'697 | 120'697 | 121'741 CHF | 122'948 CHF | 99.36% | 99.36% |
02.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 125'500 | 125'500 | 124'982 | 124'982 | 134'059 CHF | 135'309 CHF | 99.99% | 99.99% |