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 | 0.54% | 1.85 CHF | 1.86 CHF | 40'900 | 40'900 | 39'468 | 39'468 | 73'541 CHF | 73'936 CHF | 100.00% | 100.00% |
12.07.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40'300 | 40'300 | 39'262 | 39'262 | 75'560 CHF | 75'953 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 40'900 | 40'900 | 39'847 | 39'847 | 77'045 CHF | 77'444 CHF | 100.00% | 100.00% |
10.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 41'900 | 41'900 | 40'864 | 40'864 | 74'759 CHF | 75'167 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 42'100 | 42'100 | 40'943 | 40'943 | 76'955 CHF | 77'364 CHF | 100.00% | 100.00% |
08.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 40'800 | 40'800 | 39'737 | 39'737 | 73'063 CHF | 73'461 CHF | 100.00% | 100.00% |
05.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 38'400 | 38'400 | 36'856 | 36'856 | 72'444 CHF | 72'812 CHF | 99.81% | 99.81% |
04.07.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 38'300 | 38'300 | 37'297 | 37'297 | 77'423 CHF | 77'796 CHF | 99.49% | 99.49% |
03.07.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 41'700 | 41'700 | 40'756 | 40'756 | 80'965 CHF | 81'373 CHF | 99.36% | 99.36% |
02.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 41'800 | 41'800 | 40'592 | 40'592 | 73'488 CHF | 73'894 CHF | 99.99% | 99.99% |