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 | 0.67% | 1.53 CHF | 1.54 CHF | 88'000 | 88'000 | 39'691 | 39'691 | 60'127 CHF | 60'525 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 89'000 | 89'000 | 40'381 | 40'381 | 58'421 CHF | 58'826 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 90'000 | 90'000 | 40'663 | 40'663 | 57'859 CHF | 58'267 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 91'000 | 91'000 | 41'044 | 41'044 | 57'077 CHF | 57'488 CHF | 99.90% | 99.90% |
09.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 91'000 | 91'000 | 40'739 | 40'739 | 57'527 CHF | 57'936 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 91'000 | 91'000 | 40'854 | 40'854 | 57'226 CHF | 57'635 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 92'000 | 92'000 | 41'168 | 41'168 | 56'732 CHF | 57'144 CHF | 99.90% | 99.90% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 37'000 | 37'000 | 29'558 | 29'558 | 41'037 CHF | 41'333 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 91'000 | 91'000 | 40'708 | 40'708 | 57'765 CHF | 58'173 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 90'000 | 90'000 | 40'875 | 40'875 | 56'671 CHF | 57'080 CHF | 100.00% | 100.00% |