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 | 0.59% | 1.66 CHF | 1.67 CHF | 27'930 | 27'930 | 27'350 | 27'350 | 46'727 CHF | 47'001 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 27'690 | 27'690 | 27'329 | 27'329 | 46'788 CHF | 47'062 CHF | 99.99% | 99.99% |
11.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 27'830 | 27'830 | 27'438 | 27'438 | 46'237 CHF | 46'512 CHF | 99.98% | 99.98% |
10.07.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 28'140 | 28'140 | 28'079 | 28'079 | 43'900 CHF | 44'181 CHF | 100.00% | 100.00% |
09.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 28'310 | 28'310 | 28'006 | 28'006 | 44'138 CHF | 44'418 CHF | 99.56% | 99.56% |
08.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 28'360 | 28'360 | 28'098 | 28'098 | 43'706 CHF | 43'987 CHF | 100.00% | 100.00% |
05.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 28'580 | 28'580 | 28'156 | 28'156 | 43'818 CHF | 44'100 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 28'380 | 28'380 | 28'205 | 28'205 | 43'729 CHF | 44'012 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 28'740 | 28'740 | 28'401 | 28'401 | 43'003 CHF | 43'288 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 28'590 | 28'590 | 28'424 | 28'424 | 42'561 CHF | 42'845 CHF | 99.66% | 99.66% |