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 | 1.28% | 0.83 CHF | 0.85 CHF | 24'800 | 24'800 | 160'477 | 160'477 | 128'128 CHF | 129'741 CHF | 98.95% | 98.95% |
12.07.2024 | 1.23% | 0.82 CHF | 0.84 CHF | 23'100 | 23'100 | 150'019 | 150'019 | 125'216 CHF | 126'723 CHF | 98.89% | 98.89% |
11.07.2024 | 1.24% | 0.86 CHF | 0.88 CHF | 24'800 | 24'800 | 157'503 | 157'503 | 130'159 CHF | 131'742 CHF | 98.93% | 98.93% |
10.07.2024 | 1.20% | 0.82 CHF | 0.84 CHF | 23'000 | 23'000 | 152'169 | 152'169 | 130'747 CHF | 132'276 CHF | 98.95% | 98.95% |
09.07.2024 | 1.23% | 0.84 CHF | 0.86 CHF | 25'800 | 25'800 | 165'421 | 165'421 | 138'148 CHF | 139'810 CHF | 98.68% | 98.68% |
08.07.2024 | 1.27% | 0.80 CHF | 0.82 CHF | 23'900 | 23'900 | 154'437 | 154'437 | 124'823 CHF | 126'375 CHF | 98.25% | 98.25% |
05.07.2024 | 1.24% | 0.81 CHF | 0.83 CHF | 23'400 | 23'400 | 151'637 | 151'637 | 125'652 CHF | 127'176 CHF | 98.94% | 98.94% |
04.07.2024 | 1.21% | 0.83 CHF | 0.85 CHF | 23'100 | 23'100 | 152'083 | 152'083 | 129'078 CHF | 130'606 CHF | 98.53% | 98.53% |
03.07.2024 | 1.24% | 0.88 CHF | 0.90 CHF | 26'900 | 26'900 | 170'631 | 170'631 | 140'169 CHF | 141'883 CHF | 98.35% | 98.35% |
02.07.2024 | 1.36% | 0.77 CHF | 0.79 CHF | 27'700 | 27'700 | 176'743 | 176'743 | 133'835 CHF | 135'611 CHF | 98.88% | 98.88% |