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 | 1.15% | 0.83 CHF | 0.84 CHF | 55'200 | 55'200 | 54'886 | 54'886 | 47'424 CHF | 47'973 CHF | 99.99% | 99.99% |
12.07.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 54'300 | 54'300 | 54'348 | 54'348 | 45'235 CHF | 45'778 CHF | 100.00% | 100.00% |
11.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 52'800 | 52'800 | 52'724 | 52'724 | 46'306 CHF | 46'834 CHF | 99.99% | 99.99% |
10.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 58'500 | 58'500 | 58'750 | 58'750 | 49'097 CHF | 49'685 CHF | 100.00% | 100.00% |
09.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 59'400 | 59'400 | 59'207 | 59'207 | 47'705 CHF | 48'297 CHF | 100.00% | 100.00% |
08.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 65'500 | 65'500 | 65'190 | 65'190 | 52'182 CHF | 52'834 CHF | 100.00% | 100.00% |
05.07.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 66'200 | 66'200 | 65'892 | 65'892 | 47'728 CHF | 48'387 CHF | 100.00% | 100.00% |
04.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'600 | 70'600 | 70'700 | 70'700 | 50'664 CHF | 51'371 CHF | 100.00% | 100.00% |
03.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 65'800 | 65'800 | 65'930 | 65'930 | 42'562 CHF | 43'221 CHF | 100.00% | 100.00% |
02.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 58'800 | 58'800 | 59'075 | 59'075 | 41'241 CHF | 41'832 CHF | 100.00% | 100.00% |