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 | 0.66% | 1.52 CHF | 1.53 CHF | 81'000 | 81'000 | 80'995 | 80'995 | 122'011 CHF | 122'821 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 81'000 | 81'000 | 80'532 | 80'532 | 124'234 CHF | 125'040 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 82'000 | 82'000 | 81'606 | 81'606 | 119'675 CHF | 120'492 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 81'000 | 81'000 | 81'104 | 81'104 | 121'338 CHF | 122'149 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 81'000 | 81'000 | 81'116 | 81'116 | 123'256 CHF | 124'067 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 79'000 | 79'000 | 79'017 | 79'017 | 132'883 CHF | 133'673 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 79'000 | 79'000 | 78'221 | 78'221 | 135'066 CHF | 135'848 CHF | 99.82% | 99.82% |
04.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 78'000 | 78'000 | 78'603 | 78'603 | 135'178 CHF | 135'964 CHF | 99.50% | 99.50% |
03.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 79'000 | 79'000 | 79'225 | 79'225 | 130'893 CHF | 131'685 CHF | 99.34% | 99.34% |
02.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 80'000 | 80'000 | 80'337 | 80'337 | 127'234 CHF | 128'038 CHF | 100.00% | 100.00% |