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% | 1.38 CHF | 1.39 CHF | 73'000 | 73'000 | 69'862 | 69'862 | 96'882 CHF | 97'580 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 98'919 CHF | 99'610 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 71'000 | 71'000 | 69'126 | 69'126 | 98'460 CHF | 99'152 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 97'970 CHF | 98'667 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 98'731 CHF | 99'427 CHF | 100.00% | 100.00% |
08.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 98'566 CHF | 99'258 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 100'308 CHF | 101'000 CHF | 99.82% | 99.82% |
04.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 98'649 CHF | 99'341 CHF | 99.50% | 99.50% |
03.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 98'873 CHF | 99'580 CHF | 99.37% | 99.37% |
02.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 95'199 CHF | 95'929 CHF | 100.00% | 100.00% |