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 | 0.69% | 1.44 CHF | 1.45 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 118'302 CHF | 119'118 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 120'313 CHF | 121'130 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 82'000 | 82'000 | 82'031 | 82'031 | 122'723 CHF | 123'544 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 118'561 CHF | 119'378 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 138'093 CHF | 138'950 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 136'733 CHF | 137'588 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 140'955 CHF | 141'813 CHF | 99.82% | 99.82% |
04.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 155'601 CHF | 156'491 CHF | 99.50% | 99.50% |
03.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 153'966 CHF | 154'850 CHF | 99.36% | 99.36% |
02.07.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 168'582 CHF | 169'498 CHF | 99.43% | 99.43% |