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 | 0.82% | 1.22 CHF | 1.23 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 46'195 CHF | 46'576 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 45'977 CHF | 46'359 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 38'000 | 38'000 | 38'011 | 38'011 | 46'721 CHF | 47'101 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 42'867 CHF | 43'258 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 43'010 CHF | 43'400 CHF | 100.00% | 100.00% |
08.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 45'419 CHF | 45'807 CHF | 100.00% | 100.00% |
05.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 46'914 CHF | 47'295 CHF | 100.00% | 100.00% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 46'424 CHF | 46'804 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 45'830 CHF | 46'212 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 42'363 CHF | 42'758 CHF | 99.99% | 99.99% |