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 | 0.54% | 1.85 CHF | 1.86 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 149'304 CHF | 150'114 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 151'369 CHF | 152'175 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 82'000 | 82'000 | 81'610 | 81'610 | 147'073 CHF | 147'890 CHF | 99.99% | 99.99% |
10.07.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 148'482 CHF | 149'293 CHF | 100.00% | 100.00% |
09.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 150'369 CHF | 151'181 CHF | 100.00% | 100.00% |
08.07.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 159'269 CHF | 160'059 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 161'263 CHF | 162'046 CHF | 99.81% | 99.81% |
04.07.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 161'458 CHF | 162'244 CHF | 99.49% | 99.49% |
03.07.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 79'000 | 79'000 | 79'224 | 79'224 | 157'466 CHF | 158'258 CHF | 99.35% | 99.35% |
02.07.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 154'032 CHF | 154'835 CHF | 100.00% | 100.00% |