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 | 1.14% | 1.66 CHF | 1.68 CHF | 26'820 | 26'820 | 26'245 | 26'245 | 46'215 CHF | 46'741 CHF | 100.00% | 100.00% |
12.07.2024 | 1.14% | 1.81 CHF | 1.83 CHF | 26'380 | 26'380 | 26'250 | 26'250 | 46'130 CHF | 46'656 CHF | 100.00% | 100.00% |
11.07.2024 | 1.19% | 1.71 CHF | 1.73 CHF | 26'570 | 26'570 | 26'420 | 26'420 | 44'518 CHF | 45'047 CHF | 99.10% | 99.10% |
10.07.2024 | 1.23% | 1.67 CHF | 1.69 CHF | 26'730 | 26'730 | 26'525 | 26'525 | 43'316 CHF | 43'847 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 1.62 CHF | 1.64 CHF | 26'770 | 26'770 | 26'419 | 26'419 | 44'035 CHF | 44'564 CHF | 99.20% | 99.20% |
08.07.2024 | 1.22% | 1.63 CHF | 1.65 CHF | 26'800 | 26'800 | 26'480 | 26'480 | 43'436 CHF | 43'966 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 1.60 CHF | 1.62 CHF | 26'880 | 26'880 | 26'532 | 26'532 | 43'595 CHF | 44'126 CHF | 99.96% | 99.96% |
04.07.2024 | 1.22% | 1.66 CHF | 1.68 CHF | 26'760 | 26'760 | 26'512 | 26'512 | 43'775 CHF | 44'305 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 1.64 CHF | 1.66 CHF | 26'820 | 26'820 | 26'624 | 26'624 | 42'850 CHF | 43'383 CHF | 100.00% | 100.00% |
02.07.2024 | 1.30% | 1.61 CHF | 1.63 CHF | 26'820 | 26'820 | 26'741 | 26'741 | 41'332 CHF | 41'867 CHF | 99.93% | 99.93% |