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 | 1.16% | 0.95 CHF | 0.96 CHF | 144'400 | 144'400 | 80'498 | 80'498 | 71'254 CHF | 72'060 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 143'800 | 143'800 | 79'041 | 79'041 | 69'757 CHF | 70'549 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 0.93 CHF | 0.94 CHF | 112'900 | 112'900 | 61'532 | 61'532 | 66'070 CHF | 66'686 CHF | 99.98% | 99.98% |
10.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 119'800 | 119'800 | 66'107 | 66'107 | 71'425 CHF | 72'087 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 119'500 | 119'500 | 65'914 | 65'914 | 70'942 CHF | 71'602 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 112'600 | 112'600 | 62'702 | 62'702 | 66'497 CHF | 67'125 CHF | 99.99% | 99.99% |
05.07.2024 | 1.04% | 1.09 CHF | 1.10 CHF | 131'100 | 131'100 | 73'160 | 73'160 | 72'963 CHF | 73'696 CHF | 99.99% | 99.99% |
04.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 66'700 | 66'700 | 59'644 | 59'644 | 55'913 CHF | 56'509 CHF | 100.00% | 100.00% |
03.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 137'100 | 137'100 | 76'078 | 76'078 | 68'848 CHF | 69'611 CHF | 99.99% | 99.99% |
02.07.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 150'300 | 150'300 | 82'926 | 82'914 | 67'772 CHF | 68'593 CHF | 100.00% | 100.00% |