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 | 1.17% | 0.86 CHF | 0.87 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 69'037 CHF | 69'847 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 71'577 CHF | 72'383 CHF | 100.00% | 100.00% |
11.07.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 82'000 | 82'000 | 81'602 | 81'602 | 66'513 CHF | 67'330 CHF | 100.00% | 100.00% |
10.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 68'608 CHF | 69'419 CHF | 100.00% | 100.00% |
09.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 70'290 CHF | 71'101 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 81'290 CHF | 82'081 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 84'005 CHF | 84'787 CHF | 99.81% | 99.81% |
04.07.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 83'841 CHF | 84'627 CHF | 99.49% | 99.49% |
03.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 79'370 CHF | 80'163 CHF | 99.34% | 99.34% |
02.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 75'222 CHF | 76'025 CHF | 100.00% | 100.00% |