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 | 0.77% | 1.34 CHF | 1.35 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 63'463 CHF | 63'954 CHF | 99.99% | 99.99% |
12.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 63'535 CHF | 64'025 CHF | 99.99% | 99.99% |
11.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'754 | 49'754 | 62'870 CHF | 63'368 CHF | 99.98% | 99.98% |
10.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'066 | 50'066 | 60'747 CHF | 61'248 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 59'331 CHF | 59'835 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.32 CHF | 1.33 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 68'009 CHF | 68'496 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 48'000 | 48'000 | 48'217 | 48'217 | 68'756 CHF | 69'238 CHF | 100.00% | 100.00% |
04.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 70'491 CHF | 70'971 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 65'776 CHF | 66'266 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 51'000 | 51'000 | 50'910 | 50'910 | 58'978 CHF | 59'487 CHF | 100.00% | 100.00% |