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 | 0.90% | 1.12 CHF | 1.13 CHF | 79'000 | 79'000 | 79'088 | 79'088 | 87'973 CHF | 88'764 CHF | 99.41% | 99.41% |
12.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 94'147 CHF | 94'949 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 80'000 | 80'000 | 80'888 | 80'888 | 97'152 CHF | 97'962 CHF | 99.82% | 99.82% |
10.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 82'000 | 82'000 | 81'882 | 81'882 | 103'207 CHF | 104'026 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 82'000 | 82'000 | 81'647 | 81'647 | 101'165 CHF | 101'981 CHF | 99.73% | 99.73% |
08.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 100'777 CHF | 101'593 CHF | 99.41% | 99.41% |
05.07.2024 | 0.85% | 1.32 CHF | 1.33 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 94'255 CHF | 95'059 CHF | 99.29% | 99.29% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 88'380 CHF | 89'176 CHF | 100.00% | 100.00% |
03.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 101'048 CHF | 101'864 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 121'914 CHF | 122'767 CHF | 100.00% | 100.00% |