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 | 0.92% | 1.13 CHF | 1.14 CHF | 944'000 | 944'000 | 944'000 | 944'000 | 1'027'120 CHF | 1'036'560 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 837'800 | 837'800 | 837'800 | 837'800 | 897'364 CHF | 905'742 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 785'500 | 785'500 | 785'500 | 785'500 | 909'296 CHF | 917'151 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 725'500 | 725'500 | 725'500 | 725'500 | 896'419 CHF | 903'674 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.31 CHF | 1.32 CHF | 829'400 | 829'400 | 828'486 | 828'486 | 1'022'500 CHF | 1'030'800 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 878'500 | 878'500 | 878'500 | 878'500 | 943'978 CHF | 952'763 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 899'900 | 899'900 | 899'900 | 899'900 | 946'745 CHF | 955'744 CHF | 99.63% | 99.63% |
04.07.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 833'600 | 833'600 | 833'600 | 833'600 | 899'019 CHF | 907'355 CHF | 99.27% | 99.27% |
03.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 741'800 | 741'800 | 741'800 | 741'800 | 849'099 CHF | 856'517 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 762'600 | 762'600 | 762'600 | 762'600 | 996'084 CHF | 1'003'710 CHF | 100.00% | 100.00% |