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% | 1.45 CHF | 1.46 CHF | 28'000 | 28'000 | 27'135 | 27'135 | 40'671 CHF | 40'942 CHF | 100.00% | 100.00% |
12.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 27'000 | 27'000 | 26'747 | 26'747 | 40'956 CHF | 41'224 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 27'000 | 27'000 | 27'047 | 27'047 | 40'528 CHF | 40'799 CHF | 100.00% | 100.00% |
10.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 28'000 | 28'000 | 27'749 | 27'749 | 38'732 CHF | 39'009 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 28'000 | 28'000 | 27'735 | 27'735 | 38'726 CHF | 39'003 CHF | 99.58% | 99.58% |
08.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 28'000 | 28'000 | 27'737 | 27'737 | 38'522 CHF | 38'800 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 28'000 | 28'000 | 27'968 | 27'968 | 38'489 CHF | 38'769 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 29'000 | 29'000 | 28'722 | 28'722 | 38'779 CHF | 39'067 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 29'000 | 29'000 | 28'810 | 28'810 | 36'940 CHF | 37'228 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 29'000 | 29'000 | 28'781 | 28'781 | 36'209 CHF | 36'497 CHF | 100.00% | 100.00% |