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 | 1.00% | 1.00 CHF | 1.01 CHF | 79'000 | 79'000 | 79'088 | 79'088 | 78'569 CHF | 79'360 CHF | 99.41% | 99.41% |
12.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 84'579 CHF | 85'381 CHF | 100.00% | 100.00% |
11.07.2024 | 0.92% | 1.03 CHF | 1.04 CHF | 80'000 | 80'000 | 80'887 | 80'887 | 87'526 CHF | 88'336 CHF | 99.82% | 99.82% |
10.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 82'000 | 82'000 | 81'882 | 81'882 | 93'485 CHF | 94'304 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 91'498 CHF | 92'315 CHF | 99.76% | 99.76% |
08.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 91'118 CHF | 91'935 CHF | 99.42% | 99.42% |
05.07.2024 | 0.95% | 1.20 CHF | 1.21 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 84'699 CHF | 85'503 CHF | 99.28% | 99.28% |
04.07.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 78'932 CHF | 79'728 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 91'364 CHF | 92'180 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 111'924 CHF | 112'776 CHF | 99.98% | 99.98% |