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 | 0.72% | 1.39 CHF | 1.40 CHF | 83'000 | 83'000 | 83'023 | 83'023 | 114'216 CHF | 115'047 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 83'000 | 83'000 | 83'297 | 83'297 | 113'364 CHF | 114'197 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 84'000 | 84'000 | 83'238 | 83'238 | 114'247 CHF | 115'080 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 83'000 | 83'000 | 83'482 | 83'482 | 113'371 CHF | 114'206 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 84'000 | 84'000 | 83'871 | 83'871 | 113'313 CHF | 114'152 CHF | 99.99% | 99.99% |
08.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 83'000 | 83'000 | 82'362 | 82'362 | 116'003 CHF | 116'827 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 83'000 | 83'000 | 83'055 | 83'055 | 114'687 CHF | 115'517 CHF | 100.00% | 100.00% |
04.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 83'000 | 83'000 | 83'584 | 83'584 | 113'794 CHF | 114'630 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 85'000 | 85'000 | 84'828 | 84'828 | 111'506 CHF | 112'354 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 86'000 | 86'000 | 86'496 | 86'496 | 107'656 CHF | 108'521 CHF | 99.98% | 99.98% |