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 | 47'000 | 47'000 | 47'169 | 47'169 | 57'050 CHF | 57'522 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 57'887 CHF | 58'357 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 47'000 | 47'000 | 46'957 | 46'957 | 58'533 CHF | 59'003 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 57'662 CHF | 58'132 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 58'534 CHF | 59'004 CHF | 100.00% | 100.00% |
08.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 46'000 | 46'000 | 46'303 | 46'303 | 58'590 CHF | 59'053 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 57'117 CHF | 57'589 CHF | 100.00% | 100.00% |
04.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 56'811 CHF | 57'291 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 56'405 CHF | 56'885 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 55'808 CHF | 56'288 CHF | 100.00% | 100.00% |