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 | 1.16% | 0.85 CHF | 0.86 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 70'124 CHF | 70'940 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 72'123 CHF | 72'939 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 82'000 | 82'000 | 82'025 | 82'025 | 74'366 CHF | 75'187 CHF | 100.00% | 100.00% |
10.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 70'508 CHF | 71'324 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 87'695 CHF | 88'552 CHF | 100.00% | 100.00% |
08.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 86'454 CHF | 87'309 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 86'000 | 86'000 | 85'792 | 85'792 | 90'385 CHF | 91'243 CHF | 99.80% | 99.80% |
04.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 103'101 CHF | 103'992 CHF | 99.49% | 99.49% |
03.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 101'822 CHF | 102'707 CHF | 99.37% | 99.37% |
02.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 114'636 CHF | 115'552 CHF | 99.43% | 99.43% |