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 | 0.83% | 1.20 CHF | 1.21 CHF | 79'000 | 79'000 | 79'087 | 79'087 | 94'772 CHF | 95'563 CHF | 99.41% | 99.41% |
12.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 101'110 CHF | 101'912 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 80'000 | 80'000 | 80'888 | 80'888 | 104'114 CHF | 104'924 CHF | 99.82% | 99.82% |
10.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 110'315 CHF | 111'134 CHF | 99.99% | 99.99% |
09.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 108'196 CHF | 109'013 CHF | 99.77% | 99.77% |
08.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 107'854 CHF | 108'670 CHF | 99.42% | 99.42% |
05.07.2024 | 0.79% | 1.40 CHF | 1.41 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 101'186 CHF | 101'990 CHF | 99.29% | 99.29% |
04.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 95'235 CHF | 96'031 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 108'117 CHF | 108'933 CHF | 99.99% | 99.99% |
02.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 129'382 CHF | 130'234 CHF | 100.00% | 100.00% |