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 | 0.59% | 1.69 CHF | 1.70 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 109'232 CHF | 109'876 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 110'359 CHF | 111'003 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 109'404 CHF | 110'049 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 107'641 CHF | 108'285 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 65'000 | 65'000 | 64'391 | 64'390 | 103'080 CHF | 103'725 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 101'207 CHF | 101'852 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 65'000 | 65'000 | 64'391 | 64'391 | 100'771 CHF | 101'415 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 65'000 | 65'000 | 64'389 | 64'389 | 99'982 CHF | 100'626 CHF | 100.00% | 100.00% |
03.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 65'000 | 65'000 | 64'388 | 64'388 | 98'092 CHF | 98'736 CHF | 99.62% | 99.62% |
02.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 65'000 | 65'000 | 64'390 | 64'390 | 97'957 CHF | 98'602 CHF | 100.00% | 100.00% |