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% | 1.37 CHF | 1.38 CHF | 55'000 | 55'000 | 54'484 | 54'484 | 74'991 CHF | 75'536 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 75'733 CHF | 76'278 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 55'000 | 55'000 | 54'483 | 54'483 | 75'136 CHF | 75'681 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 55'000 | 55'000 | 54'485 | 54'485 | 73'647 CHF | 74'192 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 56'000 | 56'000 | 55'473 | 55'473 | 71'053 CHF | 71'608 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 56'000 | 56'000 | 55'475 | 55'475 | 69'442 CHF | 69'997 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 56'000 | 56'000 | 55'614 | 55'614 | 69'237 CHF | 69'794 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 56'000 | 56'000 | 55'922 | 55'922 | 68'936 CHF | 69'495 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 57'000 | 57'000 | 56'462 | 56'462 | 68'224 CHF | 68'789 CHF | 99.37% | 99.37% |
02.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 57'000 | 57'000 | 56'465 | 56'465 | 67'832 CHF | 68'397 CHF | 100.00% | 100.00% |