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 | 0.60% | 1.67 CHF | 1.68 CHF | 38'000 | 38'000 | 38'080 | 38'080 | 63'536 CHF | 63'917 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 38'000 | 38'000 | 38'222 | 38'222 | 63'383 CHF | 63'765 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 38'000 | 38'000 | 38'012 | 38'012 | 63'995 CHF | 64'375 CHF | 99.96% | 99.96% |
10.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 39'000 | 39'000 | 39'178 | 39'178 | 60'695 CHF | 61'086 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 39'000 | 39'000 | 38'999 | 38'999 | 60'706 CHF | 61'096 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 39'000 | 39'000 | 38'849 | 38'849 | 63'100 CHF | 63'489 CHF | 99.99% | 99.99% |
05.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 38'000 | 38'000 | 38'077 | 38'077 | 64'212 CHF | 64'593 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 63'652 CHF | 64'032 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 38'000 | 38'000 | 38'271 | 38'271 | 63'214 CHF | 63'596 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 39'000 | 39'000 | 39'512 | 39'512 | 60'285 CHF | 60'680 CHF | 100.00% | 100.00% |