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 | - | 0.79 CHF | - CHF | 125'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.96% |
12.07.2024 | 1.18% | 0.72 CHF | 0.73 CHF | 108'600 | 108'600 | 110'999 | 110'999 | 93'955 CHF | 95'065 CHF | 100.00% | 100.00% |
11.07.2024 | 1.38% | 0.81 CHF | 0.82 CHF | 123'400 | 123'400 | 121'670 | 121'670 | 87'777 CHF | 88'993 CHF | 100.00% | 100.00% |
10.07.2024 | 1.16% | 0.77 CHF | 0.78 CHF | 102'100 | 102'100 | 103'163 | 103'163 | 88'726 CHF | 89'758 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 118'300 | 118'300 | 116'627 | 116'627 | 95'376 CHF | 96'543 CHF | 100.00% | 100.00% |
08.07.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 111'600 | 111'600 | 111'234 | 111'234 | 85'301 CHF | 86'413 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 102'700 | 102'700 | 102'700 | 102'700 | 82'708 CHF | 83'735 CHF | 99.82% | 99.82% |
04.07.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 106'000 | 106'000 | 104'785 | 104'785 | 89'840 CHF | 90'887 CHF | 99.50% | 99.50% |
03.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 86'800 | 86'800 | 86'318 | 86'318 | 75'477 CHF | 76'340 CHF | 99.90% | 99.90% |
02.07.2024 | 0.87% | 1.06 CHF | 1.07 CHF | 78'800 | 78'800 | 79'743 | 79'743 | 91'597 CHF | 92'394 CHF | 100.00% | 100.00% |