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 | 0.73% | 1.30 CHF | 1.31 CHF | 44'700 | 44'700 | 44'460 | 44'460 | 61'050 CHF | 61'494 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 45'500 | 45'500 | 45'477 | 45'477 | 63'011 CHF | 63'466 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 1.37 CHF | 1.38 CHF | 50'700 | 50'700 | 50'891 | 50'891 | 65'421 CHF | 65'930 CHF | 99.98% | 99.98% |
10.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 52'400 | 52'400 | 52'184 | 52'184 | 60'891 CHF | 61'413 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50'500 | 50'500 | 48'788 | 48'788 | 61'788 CHF | 62'276 CHF | 99.73% | 99.73% |
08.07.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 46'100 | 46'100 | 45'908 | 45'908 | 61'441 CHF | 61'900 CHF | 99.28% | 99.28% |
05.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 46'100 | 46'100 | 45'910 | 45'910 | 64'260 CHF | 64'719 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 47'700 | 47'700 | 47'503 | 47'503 | 63'597 CHF | 64'072 CHF | 99.59% | 99.59% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 49'200 | 49'200 | 49'449 | 49'449 | 63'801 CHF | 64'296 CHF | 99.99% | 99.99% |
02.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 48'800 | 48'800 | 48'448 | 48'448 | 60'848 CHF | 61'332 CHF | 100.00% | 100.00% |