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 | 0.64% | 1.52 CHF | 1.53 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 80'834 CHF | 81'354 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 80'462 CHF | 80'982 CHF | 100.00% | 100.00% |
11.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 53'000 | 53'000 | 52'952 | 52'952 | 79'666 CHF | 80'196 CHF | 99.83% | 99.83% |
10.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 53'000 | 53'000 | 53'011 | 53'011 | 77'242 CHF | 77'772 CHF | 99.99% | 99.99% |
09.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 54'000 | 54'000 | 53'067 | 53'067 | 77'115 CHF | 77'646 CHF | 99.77% | 99.77% |
08.07.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 53'000 | 53'000 | 52'981 | 52'981 | 80'821 CHF | 81'351 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 53'000 | 53'000 | 52'523 | 52'523 | 80'809 CHF | 81'334 CHF | 99.80% | 99.80% |
04.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 52'000 | 52'000 | 52'688 | 52'688 | 80'921 CHF | 81'447 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 78'107 CHF | 78'637 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 53'000 | 53'000 | 53'930 | 53'930 | 76'389 CHF | 76'928 CHF | 100.00% | 100.00% |