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 | 0.71% | 1.41 CHF | 1.42 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 117'312 CHF | 118'152 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 116'553 CHF | 117'384 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 84'000 | 84'000 | 83'151 | 83'151 | 116'061 CHF | 116'893 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 116'367 CHF | 117'198 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 113'348 CHF | 114'188 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 114'951 CHF | 115'791 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 112'518 CHF | 113'358 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 110'719 CHF | 111'559 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 112'734 CHF | 113'604 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 111'032 CHF | 111'912 CHF | 99.99% | 99.99% |