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 | 0.58% | 1.81 CHF | 1.85 CHF | 12'000 | 12'000 | 75'980 | 75'980 | 143'234 CHF | 144'005 CHF | 98.86% | 98.86% |
12.07.2024 | 0.60% | 1.84 CHF | 1.88 CHF | 12'000 | 12'000 | 75'931 | 75'931 | 137'842 CHF | 138'613 CHF | 98.98% | 98.98% |
11.07.2024 | 0.60% | 1.74 CHF | 1.78 CHF | 12'000 | 12'000 | 76'158 | 76'158 | 139'359 CHF | 140'132 CHF | 98.93% | 98.93% |
10.07.2024 | 0.61% | 1.84 CHF | 1.88 CHF | 12'000 | 12'000 | 77'711 | 77'711 | 137'189 CHF | 137'977 CHF | 98.93% | 98.93% |
09.07.2024 | 0.60% | 1.79 CHF | 1.83 CHF | 12'000 | 12'000 | 76'990 | 76'990 | 139'519 CHF | 140'300 CHF | 98.70% | 98.70% |
08.07.2024 | 0.56% | 1.88 CHF | 1.92 CHF | 12'000 | 12'000 | 76'853 | 76'853 | 143'323 CHF | 144'098 CHF | 96.82% | 96.82% |
05.07.2024 | 0.59% | 1.85 CHF | 1.89 CHF | 12'000 | 12'000 | 76'069 | 76'069 | 139'509 CHF | 140'281 CHF | 98.94% | 98.94% |
04.07.2024 | 0.61% | 1.82 CHF | 1.86 CHF | 12'000 | 12'000 | 77'251 | 77'251 | 138'750 CHF | 139'533 CHF | 98.53% | 98.53% |
03.07.2024 | 0.58% | 1.72 CHF | 1.76 CHF | 12'000 | 12'000 | 76'355 | 76'355 | 141'497 CHF | 142'270 CHF | 98.35% | 98.35% |
02.07.2024 | 0.55% | 1.95 CHF | 1.99 CHF | 12'000 | 12'000 | 74'923 | 74'923 | 148'181 CHF | 148'941 CHF | 98.73% | 98.73% |