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 | 0.54% | 1.85 CHF | 1.86 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 70'232 CHF | 70'613 CHF | 100.00% | 100.00% |
12.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 70'106 CHF | 70'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 38'000 | 38'000 | 37'997 | 37'997 | 70'656 CHF | 71'036 CHF | 99.99% | 99.99% |
10.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 67'573 CHF | 67'964 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 67'567 CHF | 67'957 CHF | 99.99% | 99.99% |
08.07.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 69'929 CHF | 70'317 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 70'916 CHF | 71'297 CHF | 100.00% | 100.00% |
04.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 70'379 CHF | 70'759 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 69'955 CHF | 70'337 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 67'238 CHF | 67'633 CHF | 99.99% | 99.99% |