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 | 0.60% | 1.64 CHF | 1.65 CHF | 88'000 | 88'000 | 88'613 | 88'613 | 146'150 CHF | 147'036 CHF | 99.99% | 99.99% |
12.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 79'000 | 79'000 | 79'913 | 79'913 | 103'141 CHF | 103'940 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 80'000 | 80'000 | 80'571 | 80'571 | 106'445 CHF | 107'252 CHF | 99.85% | 99.85% |
10.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 81'000 | 81'000 | 81'488 | 81'488 | 111'537 CHF | 112'352 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 82'000 | 82'000 | 80'713 | 80'713 | 107'921 CHF | 108'729 CHF | 99.73% | 99.73% |
08.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 81'000 | 81'000 | 80'314 | 80'314 | 105'612 CHF | 106'415 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 81'000 | 81'000 | 79'284 | 79'284 | 100'233 CHF | 101'026 CHF | 99.80% | 99.80% |
04.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 80'000 | 80'000 | 80'002 | 80'002 | 104'069 CHF | 104'869 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 80'000 | 80'000 | 80'610 | 80'610 | 107'100 CHF | 107'907 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 81'000 | 81'000 | 81'720 | 81'720 | 112'632 CHF | 113'449 CHF | 100.00% | 100.00% |