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 | 0.85% | 1.16 CHF | 1.17 CHF | 88'000 | 88'000 | 88'613 | 88'613 | 103'290 CHF | 104'176 CHF | 100.00% | 100.00% |
12.07.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 64'005 CHF | 64'804 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'568 | 80'568 | 67'033 CHF | 67'840 CHF | 99.82% | 99.82% |
10.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 81'000 | 81'000 | 81'488 | 81'488 | 71'733 CHF | 72'548 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 68'448 CHF | 69'256 CHF | 99.76% | 99.76% |
08.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 81'000 | 81'000 | 80'315 | 80'315 | 66'338 CHF | 67'141 CHF | 99.99% | 99.99% |
05.07.2024 | 1.29% | 0.83 CHF | 0.84 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 61'384 CHF | 62'177 CHF | 99.80% | 99.80% |
04.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 80'000 | 80'000 | 80'003 | 80'003 | 64'880 CHF | 65'680 CHF | 100.00% | 100.00% |
03.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'609 | 80'609 | 67'655 CHF | 68'461 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 0.86 CHF | 0.87 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 72'676 CHF | 73'493 CHF | 100.00% | 100.00% |