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 | 1.43% | 0.71 CHF | 0.72 CHF | 363'600 | 363'600 | 158'909 | 158'909 | 113'665 CHF | 115'257 CHF | 99.97% | 99.97% |
12.07.2024 | 1.38% | 0.66 CHF | 0.67 CHF | 361'200 | 361'200 | 160'879 | 160'879 | 116'410 CHF | 118'022 CHF | 99.99% | 99.99% |
11.07.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 387'800 | 387'800 | 168'306 | 168'306 | 119'384 CHF | 121'077 CHF | 100.00% | 100.00% |
10.07.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 315'800 | 315'800 | 139'144 | 139'144 | 106'767 CHF | 108'163 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 341'000 | 341'000 | 147'539 | 147'539 | 119'837 CHF | 121'316 CHF | 99.74% | 99.74% |
08.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 281'200 | 281'200 | 122'481 | 122'481 | 109'698 CHF | 110'925 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 0.97 CHF | 0.98 CHF | 219'500 | 219'500 | 98'446 | 98'446 | 107'725 CHF | 108'712 CHF | 99.38% | 99.38% |
04.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 80'400 | 80'400 | 68'329 | 68'329 | 80'518 CHF | 81'201 CHF | 97.59% | 97.59% |
03.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 232'700 | 232'700 | 101'105 | 101'105 | 120'281 CHF | 121'294 CHF | 99.02% | 99.02% |
02.07.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 191'400 | 191'400 | 83'315 | 83'315 | 119'014 CHF | 119'848 CHF | 99.98% | 99.98% |