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 | 0.93% | 1.05 CHF | 1.06 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 121'492 CHF | 122'627 CHF | 100.00% | 100.00% |
12.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 125'930 CHF | 127'045 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 112'000 | 112'000 | 113'317 | 113'317 | 121'408 CHF | 122'542 CHF | 100.00% | 100.00% |
10.07.2024 | 1.02% | 1.04 CHF | 1.05 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 112'730 CHF | 113'889 CHF | 100.00% | 100.00% |
09.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 110'160 CHF | 111'329 CHF | 100.00% | 100.00% |
08.07.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 110'251 CHF | 111'426 CHF | 100.00% | 100.00% |
05.07.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 118'000 | 118'000 | 115'872 | 115'872 | 113'547 CHF | 114'706 CHF | 99.82% | 99.82% |
04.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 112'182 CHF | 113'341 CHF | 99.50% | 99.50% |
03.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 115'516 CHF | 116'671 CHF | 99.35% | 99.35% |
02.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 110'052 CHF | 111'227 CHF | 100.00% | 100.00% |