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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 46'500 | 46'500 | 46'303 | 46'303 | 73'199 CHF | 73'662 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.53 CHF | 1.54 CHF | 51'900 | 51'900 | 52'518 | 52'518 | 75'340 CHF | 75'865 CHF | 99.99% | 99.99% |
10.07.2024 | 0.83% | 1.36 CHF | 1.37 CHF | 60'200 | 60'200 | 61'183 | 61'183 | 74'045 CHF | 74'657 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 65'100 | 65'100 | 64'484 | 64'484 | 73'818 CHF | 74'463 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 61'900 | 61'900 | 61'621 | 61'621 | 70'310 CHF | 70'926 CHF | 99.99% | 99.99% |
05.07.2024 | 0.81% | 1.14 CHF | 1.15 CHF | 59'600 | 59'600 | 58'533 | 58'533 | 72'051 CHF | 72'637 CHF | 99.82% | 99.82% |
04.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 57'200 | 57'200 | 57'147 | 57'147 | 68'696 CHF | 69'267 CHF | 99.50% | 99.50% |
03.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 59'100 | 59'100 | 58'855 | 58'855 | 75'040 CHF | 75'628 CHF | 99.36% | 99.36% |
02.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 54'700 | 54'700 | 54'456 | 54'456 | 61'626 CHF | 62'170 CHF | 99.98% | 99.98% |
01.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 56'900 | 56'900 | 56'560 | 56'560 | 76'075 CHF | 76'641 CHF | 99.99% | 99.99% |