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 | 0.69% | 1.44 CHF | 1.45 CHF | 105'800 | 105'800 | 105'923 | 105'923 | 152'624 CHF | 153'683 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 96'900 | 96'900 | 96'900 | 96'900 | 126'238 CHF | 127'207 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 90'100 | 90'100 | 90'624 | 90'624 | 120'819 CHF | 121'725 CHF | 99.83% | 99.83% |
10.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 88'500 | 88'500 | 88'500 | 88'500 | 128'572 CHF | 129'457 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 89'000 | 89'000 | 88'901 | 88'901 | 126'602 CHF | 127'492 CHF | 99.74% | 99.74% |
08.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 94'000 | 94'000 | 94'000 | 94'000 | 133'923 CHF | 134'863 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 96'600 | 96'600 | 94'707 | 94'707 | 128'333 CHF | 129'280 CHF | 99.81% | 99.81% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 97'800 | 97'800 | 96'881 | 96'881 | 131'534 CHF | 132'503 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 98'500 | 98'500 | 96'395 | 96'395 | 129'040 CHF | 130'004 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 93'900 | 93'900 | 94'667 | 94'667 | 127'423 CHF | 128'370 CHF | 100.00% | 100.00% |