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 | 0.79% | 1.25 CHF | 1.26 CHF | 82'000 | 82'000 | 81'620 | 81'620 | 102'930 CHF | 103'746 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 104'894 CHF | 105'710 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 82'000 | 82'000 | 82'033 | 82'033 | 107'275 CHF | 108'096 CHF | 99.99% | 99.99% |
10.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 82'000 | 82'000 | 81'662 | 81'662 | 103'216 CHF | 104'033 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 86'000 | 86'000 | 85'646 | 85'646 | 121'973 CHF | 122'829 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 86'000 | 86'000 | 85'491 | 85'491 | 120'650 CHF | 121'505 CHF | 100.00% | 100.00% |
05.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 86'000 | 86'000 | 85'791 | 85'791 | 124'757 CHF | 125'615 CHF | 99.81% | 99.81% |
04.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 88'000 | 88'000 | 89'011 | 89'011 | 138'773 CHF | 139'664 CHF | 99.50% | 99.50% |
03.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 90'000 | 90'000 | 88'423 | 88'423 | 137'247 CHF | 138'131 CHF | 99.36% | 99.36% |
02.07.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 90'000 | 90'000 | 91'665 | 91'665 | 151'262 CHF | 152'179 CHF | 99.43% | 99.43% |