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 | 0.85% | 1.14 CHF | 1.15 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 60'843 CHF | 61'363 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 60'492 CHF | 61'012 CHF | 99.99% | 99.99% |
11.07.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 53'000 | 53'000 | 52'952 | 52'952 | 59'367 CHF | 59'897 CHF | 99.81% | 99.81% |
10.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 53'000 | 53'000 | 53'011 | 53'011 | 57'040 CHF | 57'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 54'000 | 54'000 | 53'067 | 53'067 | 56'870 CHF | 57'400 CHF | 99.73% | 99.73% |
08.07.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 53'000 | 53'000 | 52'981 | 52'981 | 60'611 CHF | 61'141 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 53'000 | 53'000 | 52'523 | 52'523 | 60'658 CHF | 61'183 CHF | 99.81% | 99.81% |
04.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 52'000 | 52'000 | 52'688 | 52'688 | 60'750 CHF | 61'277 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 57'894 CHF | 58'424 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 53'000 | 53'000 | 53'930 | 53'930 | 55'877 CHF | 56'416 CHF | 100.00% | 100.00% |