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 | 0.58% | 1.75 CHF | 1.76 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 83'816 CHF | 84'307 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 83'846 CHF | 84'336 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 49'755 | 49'755 | 83'464 CHF | 83'962 CHF | 99.99% | 99.99% |
10.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 81'423 CHF | 81'923 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 80'133 CHF | 80'636 CHF | 100.00% | 100.00% |
08.07.2024 | 0.55% | 1.74 CHF | 1.75 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 88'064 CHF | 88'551 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 88'637 CHF | 89'120 CHF | 99.99% | 99.99% |
04.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 90'298 CHF | 90'778 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 85'985 CHF | 86'476 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 79'908 CHF | 80'418 CHF | 99.99% | 99.99% |