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 | 0.82% | 1.19 CHF | 1.20 CHF | 30'600 | 30'600 | 30'513 | 30'513 | 37'278 CHF | 37'583 CHF | 99.44% | 99.44% |
12.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 29'100 | 29'100 | 29'225 | 29'225 | 41'442 CHF | 41'734 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 1.43 CHF | 1.44 CHF | 33'000 | 33'000 | 33'255 | 33'255 | 44'174 CHF | 44'506 CHF | 99.83% | 99.83% |
10.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 35'200 | 35'200 | 35'254 | 35'254 | 43'924 CHF | 44'277 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 33'900 | 33'900 | 33'399 | 33'399 | 41'976 CHF | 42'310 CHF | 99.74% | 99.74% |
08.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 31'200 | 31'200 | 31'071 | 31'071 | 40'120 CHF | 40'431 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 32'900 | 32'900 | 33'232 | 33'232 | 44'274 CHF | 44'606 CHF | 99.81% | 99.81% |
04.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 34'600 | 34'600 | 34'917 | 34'917 | 42'969 CHF | 43'318 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 37'500 | 37'500 | 37'851 | 37'851 | 42'485 CHF | 42'864 CHF | 100.00% | 100.00% |
02.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 35'900 | 35'900 | 35'740 | 35'740 | 40'696 CHF | 41'053 CHF | 100.00% | 100.00% |