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 | 0.84% | 1.20 CHF | 1.21 CHF | 83'000 | 83'000 | 83'023 | 83'023 | 98'570 CHF | 99'400 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 83'000 | 83'000 | 83'297 | 83'297 | 97'619 CHF | 98'451 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 84'000 | 84'000 | 83'237 | 83'237 | 98'604 CHF | 99'437 CHF | 99.95% | 99.95% |
10.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 83'000 | 83'000 | 83'483 | 83'483 | 97'659 CHF | 98'493 CHF | 100.00% | 100.00% |
09.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 84'000 | 84'000 | 83'871 | 83'871 | 97'578 CHF | 98'417 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 83'000 | 83'000 | 82'362 | 82'362 | 100'460 CHF | 101'284 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 83'000 | 83'000 | 83'055 | 83'055 | 99'066 CHF | 99'897 CHF | 99.99% | 99.99% |
04.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 83'000 | 83'000 | 83'584 | 83'584 | 98'130 CHF | 98'966 CHF | 100.00% | 100.00% |
03.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 85'000 | 85'000 | 84'828 | 84'828 | 95'565 CHF | 96'413 CHF | 100.00% | 100.00% |
02.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 86'000 | 86'000 | 86'495 | 86'495 | 91'505 CHF | 92'370 CHF | 100.00% | 100.00% |