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 | 0.69% | 1.40 CHF | 1.41 CHF | 49'400 | 49'400 | 49'197 | 49'197 | 70'652 CHF | 71'144 CHF | 99.99% | 99.99% |
12.07.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 57'400 | 57'400 | 58'184 | 58'184 | 73'128 CHF | 73'710 CHF | 99.99% | 99.99% |
11.07.2024 | 0.95% | 1.14 CHF | 1.15 CHF | 68'300 | 68'300 | 68'018 | 68'018 | 71'332 CHF | 72'012 CHF | 99.81% | 99.81% |
10.07.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 79'500 | 79'500 | 80'620 | 80'620 | 74'955 CHF | 75'761 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 75'600 | 75'600 | 74'973 | 74'973 | 67'162 CHF | 67'912 CHF | 99.73% | 99.73% |
08.07.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 68'800 | 68'800 | 68'573 | 68'573 | 67'781 CHF | 68'467 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 0.97 CHF | 0.98 CHF | 70'500 | 70'500 | 70'209 | 70'209 | 71'221 CHF | 71'923 CHF | 99.80% | 99.80% |
04.07.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 73'600 | 73'600 | 76'372 | 76'372 | 68'290 CHF | 69'053 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 81'900 | 81'900 | 80'536 | 80'536 | 72'639 CHF | 73'444 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 72'500 | 72'500 | 72'269 | 72'269 | 56'436 CHF | 57'159 CHF | 99.41% | 99.41% |