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 | 0.57% | 1.77 CHF | 1.78 CHF | 81'000 | 81'000 | 80'994 | 80'994 | 142'949 CHF | 143'759 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 144'979 CHF | 145'785 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 82'000 | 82'000 | 81'611 | 81'611 | 140'693 CHF | 141'510 CHF | 100.00% | 100.00% |
10.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 142'179 CHF | 142'990 CHF | 100.00% | 100.00% |
09.07.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 81'000 | 81'000 | 81'117 | 81'117 | 144'053 CHF | 144'864 CHF | 100.00% | 100.00% |
08.07.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 79'000 | 79'000 | 79'016 | 79'016 | 153'163 CHF | 153'953 CHF | 99.99% | 99.99% |
05.07.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 155'209 CHF | 155'992 CHF | 99.80% | 99.80% |
04.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 155'385 CHF | 156'171 CHF | 99.50% | 99.50% |
03.07.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 79'000 | 79'000 | 79'224 | 79'224 | 151'304 CHF | 152'097 CHF | 99.37% | 99.37% |
02.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 147'781 CHF | 148'584 CHF | 100.00% | 100.00% |