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 | 0.53% | 1.89 CHF | 1.90 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 103'264 CHF | 103'810 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 104'037 CHF | 104'582 CHF | 100.00% | 100.00% |
11.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 55'000 | 55'000 | 54'484 | 54'484 | 103'181 CHF | 103'726 CHF | 100.00% | 100.00% |
10.07.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 101'773 CHF | 102'318 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 56'000 | 56'000 | 55'472 | 55'472 | 99'601 CHF | 100'157 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 56'000 | 56'000 | 55'475 | 55'475 | 98'074 CHF | 98'629 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 56'000 | 56'000 | 55'568 | 55'568 | 98'056 CHF | 98'613 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 56'000 | 56'000 | 55'790 | 55'790 | 97'740 CHF | 98'299 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 57'000 | 57'000 | 56'462 | 56'462 | 97'267 CHF | 97'832 CHF | 99.37% | 99.37% |
02.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 57'000 | 57'000 | 56'468 | 56'468 | 96'937 CHF | 97'503 CHF | 99.99% | 99.99% |