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 | 1.26% | 0.81 CHF | 0.82 CHF | 81'000 | 81'000 | 79'651 | 79'651 | 63'548 CHF | 64'346 CHF | 100.00% | 100.00% |
12.07.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 79'500 | 79'500 | 78'942 | 78'942 | 60'706 CHF | 61'496 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 80'000 | 80'000 | 79'920 | 79'920 | 65'404 CHF | 66'204 CHF | 99.64% | 99.64% |
10.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 82'000 | 82'000 | 81'938 | 81'938 | 74'708 CHF | 75'528 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 85'000 | 85'000 | 83'683 | 83'683 | 83'006 CHF | 83'843 CHF | 98.81% | 98.81% |
08.07.2024 | 1.10% | 0.94 CHF | 0.95 CHF | 83'500 | 83'500 | 81'871 | 81'871 | 75'064 CHF | 75'884 CHF | 100.00% | 100.00% |
05.07.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 82'500 | 82'500 | 81'090 | 81'090 | 71'030 CHF | 71'842 CHF | 100.00% | 100.00% |
04.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 81'500 | 81'500 | 81'233 | 81'233 | 71'593 CHF | 72'406 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 82'500 | 82'500 | 82'236 | 82'236 | 76'347 CHF | 77'170 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 84'000 | 84'000 | 83'745 | 83'745 | 83'698 CHF | 84'536 CHF | 99.11% | 99.11% |