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 | 72'854 CHF | 73'645 CHF | 99.40% | 99.40% |
12.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 69'076 CHF | 69'878 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 80'000 | 80'000 | 80'890 | 80'890 | 67'465 CHF | 68'274 CHF | 99.82% | 99.82% |
10.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 63'380 CHF | 64'199 CHF | 100.00% | 100.00% |
09.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 82'000 | 82'000 | 81'648 | 81'648 | 64'946 CHF | 65'762 CHF | 99.77% | 99.77% |
08.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 65'185 CHF | 66'001 CHF | 99.42% | 99.42% |
05.07.2024 | 1.16% | 0.72 CHF | 0.73 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 69'460 CHF | 70'264 CHF | 99.28% | 99.28% |
04.07.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 73'668 CHF | 74'464 CHF | 100.00% | 100.00% |
03.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 65'453 CHF | 66'270 CHF | 100.00% | 100.00% |
02.07.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 52'143 CHF | 52'995 CHF | 99.99% | 99.99% |