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 | 1.04% | 1.96 CHF | 1.98 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 145'287 CHF | 146'807 CHF | 99.10% | 99.10% |
12.07.2024 | 1.01% | 2.05 CHF | 2.07 CHF | 81'300 | 81'300 | 81'300 | 81'300 | 160'571 CHF | 162'197 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 1.91 CHF | 1.93 CHF | 81'400 | 81'400 | 81'400 | 81'400 | 157'318 CHF | 158'946 CHF | 99.99% | 99.99% |
10.07.2024 | 1.12% | 1.85 CHF | 1.87 CHF | 91'300 | 91'300 | 91'300 | 91'300 | 161'900 CHF | 163'726 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 1.58 CHF | 1.60 CHF | 80'200 | 80'200 | 80'200 | 80'200 | 135'272 CHF | 136'876 CHF | 100.00% | 100.00% |
08.07.2024 | 0.96% | 1.94 CHF | 1.96 CHF | 79'200 | 79'200 | 79'200 | 79'200 | 164'855 CHF | 166'439 CHF | 100.00% | 100.00% |
05.07.2024 | 1.01% | 1.89 CHF | 1.91 CHF | 73'600 | 73'600 | 73'600 | 73'600 | 145'784 CHF | 147'256 CHF | 100.00% | 100.00% |
04.07.2024 | 0.96% | 2.12 CHF | 2.14 CHF | 84'100 | 84'100 | 84'100 | 84'100 | 175'308 CHF | 176'990 CHF | 100.00% | 100.00% |
03.07.2024 | 1.10% | 1.83 CHF | 1.85 CHF | 99'200 | 99'200 | 99'200 | 99'200 | 179'927 CHF | 181'911 CHF | 100.00% | 100.00% |
02.07.2024 | 1.33% | 1.52 CHF | 1.54 CHF | 86'100 | 86'100 | 86'100 | 86'100 | 129'130 CHF | 130'852 CHF | 99.98% | 99.98% |