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 | 1.39% | 0.70 CHF | 0.71 CHF | 953'100 | 953'100 | 938'434 | 938'434 | 669'989 CHF | 679'373 CHF | 100.00% | 100.00% |
12.07.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 929'000 | 929'000 | 903'487 | 903'487 | 662'465 CHF | 671'500 CHF | 99.85% | 99.85% |
11.07.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 886'600 | 886'600 | 869'527 | 869'527 | 659'232 CHF | 667'927 CHF | 71.51% | 71.51% |
10.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 847'900 | 847'900 | 839'198 | 839'198 | 678'804 CHF | 687'196 CHF | 99.38% | 99.38% |
09.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 833'400 | 833'400 | 844'521 | 844'521 | 684'417 CHF | 692'872 CHF | 100.00% | 100.00% |
08.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 853'600 | 853'600 | 846'052 | 846'052 | 667'141 CHF | 675'602 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 841'300 | 841'300 | 825'878 | 825'878 | 663'375 CHF | 671'634 CHF | 100.00% | 100.00% |
04.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 815'700 | 815'700 | 786'963 | 786'963 | 656'639 CHF | 664'508 CHF | 100.00% | 100.00% |
03.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 767'800 | 767'800 | 744'838 | 744'838 | 649'189 CHF | 656'638 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 729'500 | 729'500 | 745'951 | 745'951 | 696'340 CHF | 703'799 CHF | 99.95% | 99.95% |