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 | 0.80% | 1.25 CHF | 1.26 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 100'350 CHF | 101'160 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 102'749 CHF | 103'555 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 82'000 | 82'000 | 81'601 | 81'601 | 97'913 CHF | 98'730 CHF | 99.98% | 99.98% |
10.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 99'720 CHF | 100'531 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 101'645 CHF | 102'456 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 111'861 CHF | 112'651 CHF | 100.00% | 100.00% |
05.07.2024 | 0.68% | 1.42 CHF | 1.43 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 114'254 CHF | 115'036 CHF | 99.80% | 99.80% |
04.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 114'240 CHF | 115'026 CHF | 99.49% | 99.49% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 109'863 CHF | 110'655 CHF | 99.35% | 99.35% |
02.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 105'963 CHF | 106'766 CHF | 100.00% | 100.00% |