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 | 0.67% | 1.45 CHF | 1.46 CHF | 27'930 | 27'930 | 27'349 | 27'349 | 41'007 CHF | 41'280 CHF | 99.98% | 99.98% |
12.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 27'690 | 27'690 | 27'326 | 27'326 | 41'066 CHF | 41'339 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 27'790 | 27'790 | 27'439 | 27'439 | 40'509 CHF | 40'783 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 28'140 | 28'140 | 28'081 | 28'081 | 38'044 CHF | 38'325 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 28'320 | 28'320 | 28'008 | 28'008 | 38'283 CHF | 38'563 CHF | 99.56% | 99.56% |
08.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 28'360 | 28'360 | 28'099 | 28'099 | 37'841 CHF | 38'122 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 28'580 | 28'580 | 28'159 | 28'159 | 37'959 CHF | 38'241 CHF | 99.98% | 99.98% |
04.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 28'380 | 28'380 | 28'203 | 28'203 | 37'834 CHF | 38'117 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 28'750 | 28'750 | 28'400 | 28'400 | 37'061 CHF | 37'346 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 28'590 | 28'590 | 28'426 | 28'426 | 36'644 CHF | 36'929 CHF | 100.00% | 100.00% |