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 | 1.19% | 0.91 CHF | 0.92 CHF | 132'500 | 132'500 | 130'504 | 130'504 | 109'614 CHF | 110'919 CHF | 99.99% | 99.99% |
12.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 121'600 | 121'600 | 121'588 | 121'588 | 101'520 CHF | 102'736 CHF | 100.00% | 100.00% |
11.07.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 112'300 | 112'300 | 110'997 | 110'997 | 96'775 CHF | 97'885 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 0.99 CHF | 1.00 CHF | 99'900 | 99'900 | 101'120 | 101'120 | 109'412 CHF | 110'424 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 102'500 | 102'500 | 102'388 | 102'388 | 108'572 CHF | 109'597 CHF | 99.74% | 99.74% |
08.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 96'700 | 96'700 | 96'879 | 96'879 | 106'384 CHF | 107'353 CHF | 99.30% | 99.30% |
05.07.2024 | 0.90% | 1.16 CHF | 1.17 CHF | 103'800 | 103'800 | 102'633 | 102'633 | 113'156 CHF | 114'182 CHF | 100.00% | 100.00% |
04.07.2024 | 0.89% | 1.08 CHF | 1.09 CHF | 91'700 | 91'700 | 91'919 | 91'919 | 102'556 CHF | 103'475 CHF | 99.64% | 99.64% |
03.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 114'423 CHF | 115'383 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 98'300 | 98'300 | 98'300 | 98'300 | 120'375 CHF | 121'358 CHF | 99.99% | 99.99% |