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 | 1.25% | 0.80 CHF | 0.81 CHF | 79'000 | 79'000 | 79'087 | 79'087 | 63'132 CHF | 63'923 CHF | 99.41% | 99.41% |
12.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 80'000 | 80'000 | 80'194 | 80'194 | 68'718 CHF | 69'519 CHF | 100.00% | 100.00% |
11.07.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 80'000 | 80'000 | 80'890 | 80'890 | 71'415 CHF | 72'224 CHF | 99.82% | 99.82% |
10.07.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 82'000 | 82'000 | 81'881 | 81'881 | 76'914 CHF | 77'732 CHF | 100.00% | 100.00% |
09.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 82'000 | 82'000 | 81'648 | 81'648 | 75'066 CHF | 75'882 CHF | 99.77% | 99.77% |
08.07.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 82'000 | 82'000 | 81'624 | 81'624 | 74'763 CHF | 75'580 CHF | 99.41% | 99.41% |
05.07.2024 | 1.17% | 1.00 CHF | 1.01 CHF | 83'000 | 83'000 | 80'393 | 80'393 | 68'842 CHF | 69'646 CHF | 99.28% | 99.28% |
04.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 80'000 | 80'000 | 79'606 | 79'606 | 63'522 CHF | 64'318 CHF | 100.00% | 100.00% |
03.07.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 81'000 | 81'000 | 81'630 | 81'630 | 74'924 CHF | 75'740 CHF | 100.00% | 100.00% |
02.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 85'000 | 85'000 | 85'225 | 85'225 | 94'550 CHF | 95'402 CHF | 100.00% | 100.00% |