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% | 0.83 CHF | 0.84 CHF | 915'000 | 915'000 | 915'000 | 915'000 | 723'958 CHF | 733'108 CHF | 100.00% | 100.00% |
12.07.2024 | 1.28% | 0.71 CHF | 0.72 CHF | 766'300 | 766'300 | 766'300 | 766'219 | 595'219 CHF | 602'816 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 697'200 | 697'200 | 697'200 | 697'200 | 610'509 CHF | 617'481 CHF | 99.99% | 99.99% |
10.07.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 620'300 | 620'300 | 620'300 | 620'300 | 600'689 CHF | 606'892 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 1.06 CHF | 1.07 CHF | 748'600 | 748'600 | 747'773 | 747'773 | 725'867 CHF | 733'353 CHF | 100.00% | 100.00% |
08.07.2024 | 1.26% | 0.86 CHF | 0.87 CHF | 812'600 | 812'600 | 812'600 | 812'600 | 642'806 CHF | 650'932 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.82 CHF | 0.83 CHF | 841'300 | 841'300 | 841'300 | 841'300 | 643'846 CHF | 652'259 CHF | 99.64% | 99.64% |
04.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 751'700 | 751'700 | 751'700 | 751'700 | 597'664 CHF | 605'181 CHF | 99.27% | 99.27% |
03.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 632'100 | 632'100 | 632'100 | 632'100 | 550'564 CHF | 556'885 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.02 CHF | 1.03 CHF | 657'700 | 657'700 | 657'700 | 657'700 | 702'068 CHF | 708'645 CHF | 100.00% | 100.00% |