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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 79'000 | 79'000 | 79'914 | 79'914 | 74'021 CHF | 74'820 CHF | 99.99% | 99.99% |
11.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 80'570 | 80'570 | 77'107 CHF | 77'913 CHF | 99.82% | 99.82% |
10.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 81'000 | 81'000 | 81'488 | 81'488 | 81'858 CHF | 82'673 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 78'515 CHF | 79'323 CHF | 99.73% | 99.73% |
08.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 81'000 | 81'000 | 80'315 | 80'315 | 76'334 CHF | 77'137 CHF | 100.00% | 100.00% |
05.07.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 71'319 CHF | 72'111 CHF | 99.81% | 99.81% |
04.07.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 80'002 | 80'002 | 74'891 CHF | 75'691 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 80'610 | 80'610 | 77'676 CHF | 78'482 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 82'781 CHF | 83'598 CHF | 100.00% | 100.00% |
01.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 81'000 | 81'000 | 80'940 | 80'940 | 79'117 CHF | 79'926 CHF | 89.27% | 89.27% |