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 | 0.81% | 1.05 CHF | 1.06 CHF | 47'900 | 47'900 | 47'900 | 47'900 | 59'410 CHF | 59'889 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 47'700 | 47'700 | 47'700 | 47'700 | 62'492 CHF | 62'969 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50'400 | 50'400 | 50'400 | 50'400 | 65'108 CHF | 65'612 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 51'200 | 51'200 | 51'200 | 51'200 | 63'422 CHF | 63'934 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 52'200 | 52'200 | 52'200 | 52'200 | 64'479 CHF | 65'001 CHF | 99.73% | 99.73% |
08.07.2024 | 0.78% | 1.18 CHF | 1.19 CHF | 46'600 | 46'600 | 46'600 | 46'600 | 59'764 CHF | 60'230 CHF | 99.28% | 99.28% |
05.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'200 | 50'200 | 50'200 | 50'200 | 65'207 CHF | 65'709 CHF | 99.98% | 99.98% |
04.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 54'700 | 54'700 | 54'700 | 54'700 | 67'695 CHF | 68'242 CHF | 99.62% | 99.62% |
03.07.2024 | 0.94% | 1.12 CHF | 1.13 CHF | 63'500 | 63'500 | 63'605 | 63'605 | 67'382 CHF | 68'018 CHF | 100.00% | 100.00% |
02.07.2024 | 1.17% | 0.90 CHF | 0.91 CHF | 68'300 | 68'300 | 68'300 | 68'300 | 57'935 CHF | 58'618 CHF | 100.00% | 100.00% |