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 | 0.57% | 1.70 CHF | 1.71 CHF | 37'300 | 37'300 | 36'534 | 36'534 | 64'084 CHF | 64'449 CHF | 100.00% | 100.00% |
12.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 36'600 | 36'600 | 36'540 | 36'540 | 64'055 CHF | 64'421 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 36'900 | 36'900 | 36'797 | 36'797 | 63'087 CHF | 63'455 CHF | 99.85% | 99.85% |
10.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 37'500 | 37'500 | 37'287 | 37'287 | 60'750 CHF | 61'123 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 37'600 | 37'600 | 37'040 | 37'040 | 61'658 CHF | 62'029 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 37'500 | 37'500 | 37'010 | 37'010 | 61'616 CHF | 61'986 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 37'500 | 37'500 | 36'848 | 36'848 | 62'579 CHF | 62'948 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 37'200 | 37'200 | 37'138 | 37'138 | 61'610 CHF | 61'982 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 37'800 | 37'800 | 37'327 | 37'327 | 60'795 CHF | 61'169 CHF | 99.88% | 99.88% |
02.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 38'000 | 38'000 | 37'874 | 37'874 | 58'425 CHF | 58'804 CHF | 99.88% | 99.88% |