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 | 0.63% | 1.57 CHF | 1.58 CHF | 77'700 | 77'700 | 77'998 | 77'998 | 123'278 CHF | 124'058 CHF | 100.00% | 100.00% |
12.07.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 65'000 | 65'000 | 65'520 | 65'520 | 74'731 CHF | 75'386 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 63'500 | 63'500 | 63'754 | 63'754 | 75'263 CHF | 75'901 CHF | 99.82% | 99.82% |
10.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 62'800 | 62'800 | 63'042 | 63'042 | 78'527 CHF | 79'158 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 66'200 | 66'200 | 65'406 | 65'406 | 78'673 CHF | 79'328 CHF | 99.73% | 99.73% |
08.07.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 66'900 | 66'900 | 66'531 | 66'531 | 78'069 CHF | 78'735 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.18 CHF | 1.19 CHF | 69'200 | 69'200 | 68'323 | 68'323 | 75'744 CHF | 76'427 CHF | 99.80% | 99.80% |
04.07.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 65'400 | 65'400 | 65'634 | 65'634 | 75'773 CHF | 76'430 CHF | 100.00% | 100.00% |
03.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 63'600 | 63'600 | 63'929 | 63'929 | 76'098 CHF | 76'737 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 1.21 CHF | 1.22 CHF | 63'500 | 63'500 | 63'886 | 63'886 | 80'331 CHF | 80'970 CHF | 100.00% | 100.00% |