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 | 1.19% | 0.84 CHF | 0.85 CHF | 91'000 | 91'000 | 41'139 | 41'139 | 35'158 CHF | 35'570 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 93'000 | 93'000 | 42'268 | 42'268 | 38'949 CHF | 39'373 CHF | 100.00% | 100.00% |
11.07.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 94'000 | 94'000 | 42'456 | 42'456 | 40'126 CHF | 40'551 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 95'000 | 95'000 | 42'689 | 42'689 | 41'975 CHF | 42'403 CHF | 99.90% | 99.90% |
09.07.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 95'000 | 95'000 | 42'625 | 42'625 | 41'026 CHF | 41'453 CHF | 100.00% | 100.00% |
08.07.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 95'000 | 95'000 | 42'514 | 42'514 | 41'177 CHF | 41'603 CHF | 99.70% | 99.70% |
05.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 96'000 | 96'000 | 42'813 | 42'813 | 42'766 CHF | 43'195 CHF | 99.90% | 99.90% |
04.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 38'000 | 38'000 | 30'559 | 30'559 | 30'366 CHF | 30'671 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 95'000 | 95'000 | 42'596 | 42'596 | 41'263 CHF | 41'689 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 94'000 | 94'000 | 42'522 | 42'522 | 42'730 CHF | 43'156 CHF | 100.00% | 100.00% |