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 | 1.03% | 0.96 CHF | 0.97 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 78'874 CHF | 79'690 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 80'992 CHF | 81'808 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 82'000 | 82'000 | 82'030 | 82'030 | 83'244 CHF | 84'065 CHF | 99.99% | 99.99% |
10.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 79'351 CHF | 80'168 CHF | 100.00% | 100.00% |
09.07.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 96'890 CHF | 97'747 CHF | 100.00% | 100.00% |
08.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 95'656 CHF | 96'511 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 86'000 | 86'000 | 85'792 | 85'792 | 99'656 CHF | 100'513 CHF | 99.82% | 99.82% |
04.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 112'682 CHF | 113'572 CHF | 99.50% | 99.50% |
03.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 111'332 CHF | 112'216 CHF | 99.35% | 99.35% |
02.07.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 124'517 CHF | 125'434 CHF | 99.43% | 99.43% |