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 | 0.58% | 1.75 CHF | 1.76 CHF | 12'780 | 12'780 | 12'633 | 12'633 | 22'115 CHF | 22'241 CHF | 99.57% | 99.57% |
12.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 12'740 | 12'740 | 12'622 | 12'622 | 22'130 CHF | 22'257 CHF | 99.53% | 99.53% |
11.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 12'720 | 12'720 | 12'591 | 12'591 | 22'150 CHF | 22'276 CHF | 99.42% | 99.42% |
10.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 12'640 | 12'640 | 12'562 | 12'562 | 22'141 CHF | 22'267 CHF | 99.42% | 99.42% |
09.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 12'700 | 12'700 | 12'576 | 12'576 | 22'141 CHF | 22'267 CHF | 99.07% | 99.07% |
08.07.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 12'560 | 12'560 | 12'367 | 12'367 | 22'368 CHF | 22'491 CHF | 99.53% | 99.53% |
05.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 12'450 | 12'450 | 12'255 | 12'255 | 22'546 CHF | 22'668 CHF | 99.40% | 99.40% |
04.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 12'320 | 12'320 | 12'206 | 12'206 | 22'619 CHF | 22'741 CHF | 99.51% | 99.51% |
03.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 12'360 | 12'360 | 12'298 | 12'298 | 22'497 CHF | 22'620 CHF | 99.06% | 99.06% |
02.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 12'780 | 12'780 | 12'635 | 12'635 | 22'018 CHF | 22'144 CHF | 98.51% | 98.51% |