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 | 0.84% | 1.21 CHF | 1.22 CHF | 99'200 | 99'200 | 98'908 | 98'908 | 117'343 CHF | 118'332 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 86'000 | 86'000 | 86'742 | 86'742 | 95'994 CHF | 96'865 CHF | 99.99% | 99.99% |
11.07.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 81'400 | 81'400 | 81'400 | 81'400 | 98'406 CHF | 99'220 CHF | 99.82% | 99.82% |
10.07.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 76'500 | 76'500 | 76'934 | 76'934 | 100'797 CHF | 101'567 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 82'800 | 82'800 | 81'625 | 81'625 | 106'831 CHF | 107'647 CHF | 99.73% | 99.73% |
08.07.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 93'600 | 93'600 | 92'081 | 92'081 | 111'158 CHF | 112'079 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 92'600 | 92'600 | 92'742 | 92'742 | 104'206 CHF | 105'133 CHF | 99.80% | 99.80% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 89'400 | 89'400 | 89'400 | 89'400 | 101'721 CHF | 102'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 86'200 | 86'200 | 86'207 | 86'207 | 97'916 CHF | 98'778 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 89'300 | 89'300 | 89'537 | 89'537 | 108'217 CHF | 109'113 CHF | 100.00% | 100.00% |