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 | 0.59% | 1.70 CHF | 1.71 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 118'765 CHF | 119'464 CHF | 99.99% | 99.99% |
12.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 120'512 CHF | 121'204 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 71'000 | 71'000 | 69'097 | 69'097 | 119'925 CHF | 120'616 CHF | 99.99% | 99.99% |
10.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 119'568 CHF | 120'265 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 73'000 | 73'000 | 69'645 | 69'645 | 120'269 CHF | 120'966 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 119'943 CHF | 120'635 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 121'642 CHF | 122'333 CHF | 99.81% | 99.81% |
04.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 119'986 CHF | 120'677 CHF | 99.49% | 99.49% |
03.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 120'655 CHF | 121'362 CHF | 99.35% | 99.35% |
02.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 73'000 | 73'000 | 72'964 | 72'964 | 117'568 CHF | 118'297 CHF | 100.00% | 100.00% |