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 | 0.69% | 1.43 CHF | 1.44 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 100'400 CHF | 101'099 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 102'396 CHF | 103'087 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 71'000 | 71'000 | 69'128 | 69'128 | 101'897 CHF | 102'589 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 101'439 CHF | 102'136 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 102'120 CHF | 102'816 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 101'997 CHF | 102'688 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 103'734 CHF | 104'425 CHF | 99.82% | 99.82% |
04.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 102'036 CHF | 102'727 CHF | 99.50% | 99.50% |
03.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 102'374 CHF | 103'081 CHF | 99.36% | 99.36% |
02.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 73'000 | 73'000 | 72'964 | 72'964 | 98'752 CHF | 99'482 CHF | 100.00% | 100.00% |