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 | 0.54% | 1.85 CHF | 1.86 CHF | 152'000 | 152'000 | 149'889 | 149'889 | 276'062 CHF | 277'561 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 152'000 | 152'000 | 147'036 | 147'036 | 276'732 CHF | 278'202 CHF | 100.00% | 100.00% |
11.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 152'000 | 152'000 | 148'570 | 148'570 | 275'405 CHF | 276'892 CHF | 100.00% | 100.00% |
10.07.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 152'000 | 152'000 | 148'408 | 148'408 | 276'639 CHF | 278'123 CHF | 100.00% | 100.00% |
09.07.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 152'000 | 152'000 | 148'259 | 148'259 | 276'997 CHF | 278'479 CHF | 100.00% | 100.00% |
08.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 146'000 | 146'000 | 142'196 | 142'196 | 281'878 CHF | 283'300 CHF | 100.00% | 100.00% |
05.07.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 144'000 | 144'000 | 139'518 | 139'518 | 284'180 CHF | 285'575 CHF | 99.81% | 99.81% |
04.07.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 142'000 | 142'000 | 139'531 | 139'531 | 284'737 CHF | 286'132 CHF | 99.49% | 99.49% |
03.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 144'000 | 144'000 | 140'221 | 140'221 | 283'572 CHF | 284'974 CHF | 99.35% | 99.35% |
02.07.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 144'000 | 144'000 | 140'242 | 140'242 | 284'471 CHF | 285'874 CHF | 100.00% | 100.00% |