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 | 0.88% | 1.13 CHF | 1.14 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 79'394 CHF | 80'093 CHF | 100.00% | 100.00% |
12.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 81'663 CHF | 82'355 CHF | 100.00% | 100.00% |
11.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 71'000 | 71'000 | 69'127 | 69'127 | 81'268 CHF | 81'960 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 80'714 CHF | 81'411 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 73'000 | 73'000 | 69'645 | 69'645 | 81'520 CHF | 82'216 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 71'000 | 71'000 | 69'154 | 69'154 | 81'455 CHF | 82'146 CHF | 99.99% | 99.99% |
05.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 83'241 CHF | 83'932 CHF | 99.82% | 99.82% |
04.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 81'628 CHF | 82'319 CHF | 99.50% | 99.50% |
03.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 81'391 CHF | 82'098 CHF | 99.37% | 99.37% |
02.07.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 77'134 CHF | 77'864 CHF | 100.00% | 100.00% |