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 | 0.67% | 1.56 CHF | 1.60 CHF | 12'000 | 12'000 | 75'980 | 75'980 | 123'872 CHF | 124'643 CHF | 98.85% | 98.85% |
12.07.2024 | 0.70% | 1.59 CHF | 1.63 CHF | 12'000 | 12'000 | 75'931 | 75'931 | 118'504 CHF | 119'275 CHF | 98.98% | 98.98% |
11.07.2024 | 0.70% | 1.49 CHF | 1.53 CHF | 12'000 | 12'000 | 76'160 | 76'160 | 119'971 CHF | 120'744 CHF | 98.91% | 98.91% |
10.07.2024 | 0.72% | 1.58 CHF | 1.62 CHF | 12'000 | 12'000 | 77'711 | 77'711 | 117'441 CHF | 118'229 CHF | 98.93% | 98.93% |
09.07.2024 | 0.70% | 1.53 CHF | 1.57 CHF | 12'000 | 12'000 | 76'990 | 76'990 | 119'969 CHF | 120'750 CHF | 98.72% | 98.72% |
08.07.2024 | 0.68% | 1.62 CHF | 1.66 CHF | 12'000 | 12'000 | 75'912 | 75'912 | 122'277 CHF | 123'048 CHF | 98.23% | 98.23% |
05.07.2024 | 0.69% | 1.59 CHF | 1.63 CHF | 12'000 | 12'000 | 76'199 | 76'199 | 120'415 CHF | 121'187 CHF | 98.75% | 98.75% |
04.07.2024 | 0.71% | 1.57 CHF | 1.61 CHF | 12'000 | 12'000 | 77'253 | 77'253 | 119'158 CHF | 119'942 CHF | 98.57% | 98.57% |
03.07.2024 | 0.68% | 1.47 CHF | 1.51 CHF | 12'000 | 12'000 | 76'354 | 76'354 | 122'129 CHF | 122'901 CHF | 98.35% | 98.35% |
02.07.2024 | 0.63% | 1.70 CHF | 1.74 CHF | 12'000 | 12'000 | 74'916 | 74'916 | 129'205 CHF | 129'965 CHF | 98.73% | 98.73% |