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 | 0.72% | 1.40 CHF | 1.41 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 53'059 CHF | 53'439 CHF | 100.00% | 100.00% |
12.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 52'840 CHF | 53'222 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 38'000 | 38'000 | 37'997 | 37'997 | 53'522 CHF | 53'902 CHF | 99.99% | 99.99% |
10.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 49'860 CHF | 50'252 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 49'972 CHF | 50'363 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 52'413 CHF | 52'802 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 53'744 CHF | 54'125 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 53'239 CHF | 53'619 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 52'676 CHF | 53'059 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 49'422 CHF | 49'817 CHF | 100.00% | 100.00% |