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 | 0.65% | 1.54 CHF | 1.55 CHF | 12'780 | 12'780 | 12'635 | 12'635 | 19'453 CHF | 19'579 CHF | 99.55% | 99.55% |
12.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 12'740 | 12'740 | 12'624 | 12'624 | 19'476 CHF | 19'602 CHF | 99.53% | 99.53% |
11.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 12'720 | 12'720 | 12'593 | 12'593 | 19'504 CHF | 19'631 CHF | 99.41% | 99.41% |
10.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 12'640 | 12'640 | 12'562 | 12'562 | 19'508 CHF | 19'633 CHF | 99.42% | 99.42% |
09.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 12'700 | 12'700 | 12'570 | 12'570 | 19'498 CHF | 19'623 CHF | 96.83% | 96.83% |
08.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 12'560 | 12'560 | 12'366 | 12'366 | 19'775 CHF | 19'899 CHF | 99.53% | 99.53% |
05.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 12'450 | 12'450 | 12'256 | 12'256 | 19'978 CHF | 20'101 CHF | 99.46% | 99.46% |
04.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 12'320 | 12'320 | 12'207 | 12'207 | 20'063 CHF | 20'185 CHF | 99.51% | 99.51% |
03.07.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 12'360 | 12'360 | 12'298 | 12'298 | 19'919 CHF | 20'042 CHF | 99.06% | 99.06% |
02.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 12'780 | 12'780 | 12'636 | 12'636 | 19'383 CHF | 19'509 CHF | 99.41% | 99.41% |