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% | 1.54 CHF | 1.55 CHF | 49'000 | 49'000 | 49'090 | 49'090 | 73'470 CHF | 73'961 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 49'000 | 49'000 | 49'027 | 49'027 | 73'474 CHF | 73'964 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 49'749 | 49'749 | 72'934 CHF | 73'432 CHF | 99.99% | 99.99% |
10.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'065 | 50'065 | 70'859 CHF | 71'360 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.33 CHF | 1.34 CHF | 51'000 | 51'000 | 50'372 | 50'372 | 69'513 CHF | 70'016 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.53 CHF | 1.54 CHF | 49'000 | 49'000 | 48'738 | 48'738 | 77'842 CHF | 78'329 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 48'000 | 48'000 | 48'216 | 48'216 | 78'508 CHF | 78'990 CHF | 100.00% | 100.00% |
04.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 80'215 CHF | 80'695 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 49'000 | 49'000 | 49'022 | 49'022 | 75'692 CHF | 76'183 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 51'000 | 51'000 | 50'911 | 50'911 | 69'245 CHF | 69'754 CHF | 100.00% | 100.00% |