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% | 1.72 CHF | 1.73 CHF | 83'000 | 83'000 | 83'023 | 83'023 | 141'653 CHF | 142'484 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 83'000 | 83'000 | 83'297 | 83'297 | 140'809 CHF | 141'642 CHF | 100.00% | 100.00% |
11.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 84'000 | 84'000 | 83'244 | 83'244 | 141'730 CHF | 142'563 CHF | 100.00% | 100.00% |
10.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 83'000 | 83'000 | 83'483 | 83'483 | 140'777 CHF | 141'612 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 84'000 | 84'000 | 83'871 | 83'871 | 140'943 CHF | 141'782 CHF | 99.99% | 99.99% |
08.07.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 83'000 | 83'000 | 82'362 | 82'362 | 143'022 CHF | 143'845 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 83'000 | 83'000 | 83'055 | 83'055 | 141'971 CHF | 142'802 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 83'000 | 83'000 | 83'584 | 83'584 | 141'348 CHF | 142'184 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 85'000 | 85'000 | 84'828 | 84'828 | 139'394 CHF | 140'242 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 86'000 | 86'000 | 86'495 | 86'495 | 136'023 CHF | 136'888 CHF | 99.98% | 99.98% |