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 | 1.57% | 0.97 CHF | 0.98 CHF | 172'000 | 172'000 | 55'151 | 55'151 | 54'152 CHF | 54'794 CHF | 98.87% | 98.87% |
12.07.2024 | 1.54% | 0.98 CHF | 0.99 CHF | 167'500 | 167'500 | 53'431 | 53'431 | 52'588 CHF | 53'213 CHF | 100.00% | 100.00% |
11.07.2024 | 1.77% | 0.92 CHF | 0.93 CHF | 196'800 | 196'800 | 61'670 | 61'670 | 55'187 CHF | 55'909 CHF | 99.98% | 99.98% |
10.07.2024 | 1.79% | 0.90 CHF | 0.91 CHF | 196'400 | 196'400 | 62'729 | 62'729 | 54'548 CHF | 55'281 CHF | 99.90% | 99.90% |
09.07.2024 | 1.80% | 0.80 CHF | 0.81 CHF | 188'900 | 188'900 | 60'937 | 60'937 | 50'341 CHF | 51'055 CHF | 99.98% | 99.98% |
08.07.2024 | 1.79% | 0.87 CHF | 0.88 CHF | 197'200 | 197'200 | 63'091 | 63'091 | 54'074 CHF | 54'811 CHF | 99.98% | 99.98% |
05.07.2024 | 1.81% | 0.85 CHF | 0.86 CHF | 198'900 | 198'900 | 63'251 | 63'251 | 54'294 CHF | 55'033 CHF | 99.70% | 99.70% |
04.07.2024 | 1.77% | 0.88 CHF | 0.89 CHF | 39'800 | 39'800 | 29'193 | 29'193 | 25'233 CHF | 25'630 CHF | 94.02% | 94.02% |
03.07.2024 | 1.88% | 0.84 CHF | 0.85 CHF | 204'800 | 204'800 | 65'634 | 65'634 | 54'252 CHF | 55'018 CHF | 99.52% | 99.52% |
02.07.2024 | 1.71% | 0.85 CHF | 0.86 CHF | 186'900 | 186'900 | 60'179 | 60'179 | 52'402 CHF | 53'103 CHF | 100.00% | 100.00% |