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 | 1.08% | 0.92 CHF | 0.93 CHF | 79'000 | 79'000 | 79'088 | 79'088 | 72'619 CHF | 73'410 CHF | 99.41% | 99.41% |
12.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 78'545 CHF | 79'347 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 0.96 CHF | 0.97 CHF | 80'000 | 80'000 | 80'888 | 80'888 | 81'346 CHF | 82'156 CHF | 99.83% | 99.83% |
10.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 82'000 | 82'000 | 81'882 | 81'882 | 87'256 CHF | 88'075 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 85'255 CHF | 86'072 CHF | 99.74% | 99.74% |
08.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 84'923 CHF | 85'739 CHF | 99.42% | 99.42% |
05.07.2024 | 1.02% | 1.12 CHF | 1.13 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 78'621 CHF | 79'425 CHF | 99.29% | 99.29% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 73'060 CHF | 73'856 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 85'167 CHF | 85'983 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 105'352 CHF | 106'205 CHF | 100.00% | 100.00% |