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 | 0.93% | 1.06 CHF | 1.07 CHF | 73'000 | 73'000 | 69'863 | 69'863 | 74'617 CHF | 75'315 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 71'000 | 71'000 | 69'152 | 69'152 | 76'911 CHF | 77'603 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 71'000 | 71'000 | 69'125 | 69'125 | 76'525 CHF | 77'216 CHF | 100.00% | 100.00% |
10.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 71'000 | 71'000 | 69'750 | 69'750 | 76'009 CHF | 76'706 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 73'000 | 73'000 | 69'644 | 69'644 | 76'758 CHF | 77'455 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 71'000 | 71'000 | 69'155 | 69'155 | 76'713 CHF | 77'405 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 71'000 | 71'000 | 69'146 | 69'146 | 78'543 CHF | 79'235 CHF | 99.81% | 99.81% |
04.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 71'000 | 71'000 | 69'145 | 69'145 | 76'901 CHF | 77'592 CHF | 99.49% | 99.49% |
03.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 71'000 | 71'000 | 70'663 | 70'663 | 76'600 CHF | 77'306 CHF | 99.35% | 99.35% |
02.07.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 73'000 | 73'000 | 72'965 | 72'965 | 72'224 CHF | 72'954 CHF | 99.99% | 99.99% |