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 | 0.91% | 1.07 CHF | 1.08 CHF | 47'000 | 47'000 | 47'170 | 47'170 | 51'367 CHF | 51'839 CHF | 100.00% | 100.00% |
12.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 52'202 CHF | 52'672 CHF | 100.00% | 100.00% |
11.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 47'000 | 47'000 | 46'973 | 46'973 | 52'840 CHF | 53'310 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 51'980 CHF | 52'450 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 47'000 | 47'000 | 46'944 | 46'944 | 52'847 CHF | 53'317 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 46'000 | 46'000 | 46'304 | 46'304 | 52'972 CHF | 53'435 CHF | 99.72% | 99.72% |
05.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 47'000 | 47'000 | 47'174 | 47'174 | 51'398 CHF | 51'870 CHF | 100.00% | 100.00% |
04.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 51'026 CHF | 51'506 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 50'616 CHF | 51'096 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 50'023 CHF | 50'503 CHF | 100.00% | 100.00% |