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 | 0.84% | 1.20 CHF | 1.21 CHF | 19'400 | 19'400 | 19'242 | 19'242 | 22'968 CHF | 23'160 CHF | 99.51% | 99.51% |
12.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 19'320 | 19'320 | 19'258 | 19'258 | 22'953 CHF | 23'146 CHF | 99.50% | 99.50% |
11.07.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 19'510 | 19'510 | 19'440 | 19'440 | 22'298 CHF | 22'492 CHF | 99.27% | 99.27% |
10.07.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 19'680 | 19'680 | 19'669 | 19'669 | 21'255 CHF | 21'451 CHF | 99.56% | 99.56% |
09.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 19'750 | 19'750 | 19'527 | 19'527 | 21'804 CHF | 21'999 CHF | 99.56% | 99.56% |
08.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 19'620 | 19'620 | 19'443 | 19'443 | 22'154 CHF | 22'349 CHF | 99.48% | 99.48% |
05.07.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 19'630 | 19'630 | 19'305 | 19'305 | 22'810 CHF | 23'003 CHF | 99.35% | 99.35% |
04.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 19'510 | 19'510 | 19'344 | 19'344 | 22'668 CHF | 22'861 CHF | 99.58% | 99.58% |
03.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 19'660 | 19'660 | 19'468 | 19'468 | 22'189 CHF | 22'384 CHF | 99.51% | 99.51% |
02.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 19'980 | 19'980 | 19'773 | 19'773 | 20'883 CHF | 21'080 CHF | 99.38% | 99.38% |