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 | 0.54% | 1.78 CHF | 1.79 CHF | 68'800 | 68'800 | 68'509 | 68'509 | 125'412 CHF | 126'097 CHF | 100.00% | 100.00% |
11.07.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 63'200 | 63'200 | 63'956 | 63'956 | 123'276 CHF | 123'916 CHF | 100.00% | 100.00% |
10.07.2024 | 0.47% | 1.97 CHF | 1.98 CHF | 57'900 | 57'900 | 58'847 | 58'847 | 124'393 CHF | 124'982 CHF | 100.00% | 100.00% |
09.07.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 57'900 | 57'900 | 57'377 | 57'377 | 124'785 CHF | 125'359 CHF | 100.00% | 100.00% |
08.07.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 60'000 | 60'000 | 59'726 | 59'726 | 130'282 CHF | 130'879 CHF | 99.98% | 99.98% |
05.07.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 61'500 | 61'500 | 60'425 | 60'425 | 127'330 CHF | 127'934 CHF | 99.81% | 99.81% |
04.07.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 61'500 | 61'500 | 61'429 | 61'429 | 131'023 CHF | 131'637 CHF | 99.50% | 99.50% |
03.07.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 60'100 | 60'100 | 59'851 | 59'851 | 123'711 CHF | 124'309 CHF | 99.36% | 99.36% |
02.07.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 65'000 | 65'000 | 64'709 | 64'709 | 141'157 CHF | 141'805 CHF | 99.99% | 99.99% |
01.07.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 61'300 | 61'300 | 60'932 | 60'932 | 122'610 CHF | 123'219 CHF | 100.00% | 100.00% |