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 | 0.83% | 1.26 CHF | 1.27 CHF | 66'300 | 66'300 | 65'917 | 65'917 | 79'552 CHF | 80'211 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 64'000 | 64'000 | 63'983 | 63'983 | 76'671 CHF | 77'310 CHF | 100.00% | 100.00% |
11.07.2024 | 0.78% | 1.20 CHF | 1.21 CHF | 55'600 | 55'600 | 55'787 | 55'787 | 71'622 CHF | 72'180 CHF | 99.98% | 99.98% |
10.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 59'400 | 59'400 | 59'155 | 59'155 | 81'906 CHF | 82'497 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 62'200 | 62'200 | 60'126 | 60'126 | 78'154 CHF | 78'755 CHF | 99.73% | 99.73% |
08.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 62'300 | 62'300 | 62'041 | 62'041 | 77'196 CHF | 77'816 CHF | 99.29% | 99.29% |
05.07.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 62'300 | 62'300 | 62'043 | 62'043 | 74'690 CHF | 75'310 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 59'600 | 59'600 | 59'353 | 59'353 | 74'153 CHF | 74'746 CHF | 99.62% | 99.62% |
03.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 57'200 | 57'200 | 57'470 | 57'470 | 73'972 CHF | 74'547 CHF | 99.99% | 99.99% |
02.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 64'100 | 64'100 | 63'638 | 63'638 | 83'417 CHF | 84'054 CHF | 100.00% | 100.00% |