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 | 0.80% | 1.29 CHF | 1.33 CHF | 12'000 | 12'000 | 75'980 | 75'980 | 103'466 CHF | 104'237 CHF | 98.86% | 98.86% |
12.07.2024 | 0.84% | 1.32 CHF | 1.36 CHF | 12'000 | 12'000 | 75'931 | 75'931 | 98'145 CHF | 98'916 CHF | 98.98% | 98.98% |
11.07.2024 | 0.84% | 1.22 CHF | 1.26 CHF | 12'000 | 12'000 | 76'158 | 76'158 | 99'577 CHF | 100'350 CHF | 98.92% | 98.92% |
10.07.2024 | 0.87% | 1.31 CHF | 1.35 CHF | 12'000 | 12'000 | 77'711 | 77'711 | 96'697 CHF | 97'485 CHF | 98.93% | 98.93% |
09.07.2024 | 0.85% | 1.27 CHF | 1.31 CHF | 12'000 | 12'000 | 76'990 | 76'990 | 99'407 CHF | 100'189 CHF | 98.73% | 98.73% |
08.07.2024 | 0.78% | 1.36 CHF | 1.40 CHF | 12'000 | 12'000 | 76'852 | 76'852 | 103'297 CHF | 104'072 CHF | 96.78% | 96.78% |
05.07.2024 | 0.83% | 1.33 CHF | 1.37 CHF | 12'000 | 12'000 | 76'067 | 76'067 | 99'872 CHF | 100'644 CHF | 98.94% | 98.94% |
04.07.2024 | 0.85% | 1.30 CHF | 1.34 CHF | 12'000 | 12'000 | 77'251 | 77'251 | 98'527 CHF | 99'311 CHF | 98.50% | 98.50% |
03.07.2024 | 0.81% | 1.20 CHF | 1.24 CHF | 12'000 | 12'000 | 76'357 | 76'357 | 101'726 CHF | 102'499 CHF | 98.35% | 98.35% |
02.07.2024 | 0.75% | 1.43 CHF | 1.47 CHF | 12'000 | 12'000 | 74'921 | 74'921 | 109'234 CHF | 109'994 CHF | 98.73% | 98.73% |