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 | 2.40% | 0.86 CHF | 0.88 CHF | 97'000 | 97'000 | 96'255 | 96'255 | 79'387 CHF | 81'312 CHF | 100.00% | 100.00% |
12.07.2024 | 2.42% | 0.83 CHF | 0.85 CHF | 96'000 | 96'000 | 96'229 | 96'229 | 78'657 CHF | 80'581 CHF | 100.00% | 100.00% |
11.07.2024 | 2.34% | 0.80 CHF | 0.82 CHF | 96'000 | 96'000 | 96'677 | 96'677 | 81'916 CHF | 83'851 CHF | 100.00% | 100.00% |
10.07.2024 | 2.10% | 0.91 CHF | 0.93 CHF | 98'000 | 98'000 | 98'664 | 98'664 | 93'201 CHF | 95'174 CHF | 100.00% | 100.00% |
09.07.2024 | 2.21% | 0.96 CHF | 0.98 CHF | 99'000 | 99'000 | 97'660 | 97'660 | 87'442 CHF | 89'396 CHF | 99.73% | 99.73% |
08.07.2024 | 2.04% | 0.99 CHF | 1.01 CHF | 99'000 | 99'000 | 99'063 | 99'063 | 96'362 CHF | 98'343 CHF | 99.32% | 99.32% |
05.07.2024 | 2.03% | 0.98 CHF | 1.00 CHF | 99'000 | 99'000 | 99'200 | 99'200 | 96'968 CHF | 98'952 CHF | 99.99% | 99.99% |
04.07.2024 | 1.97% | 0.99 CHF | 1.01 CHF | 100'000 | 100'000 | 99'747 | 99'747 | 100'085 CHF | 102'080 CHF | 99.66% | 99.66% |
03.07.2024 | 1.93% | 1.03 CHF | 1.05 CHF | 100'000 | 100'000 | 100'166 | 100'166 | 102'718 CHF | 104'721 CHF | 100.00% | 100.00% |
02.07.2024 | 1.66% | 1.15 CHF | 1.17 CHF | 103'000 | 103'000 | 103'699 | 103'699 | 124'022 CHF | 126'096 CHF | 100.00% | 100.00% |