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 | 0.81% | 1.23 CHF | 1.24 CHF | 122'000 | 122'000 | 121'499 | 121'499 | 148'671 CHF | 149'886 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 120'000 | 120'000 | 121'357 | 121'357 | 148'550 CHF | 149'763 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 122'000 | 122'000 | 122'962 | 122'962 | 147'604 CHF | 148'834 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 124'000 | 124'000 | 123'600 | 123'600 | 146'963 CHF | 148'199 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 124'000 | 124'000 | 124'101 | 124'101 | 145'530 CHF | 146'771 CHF | 100.00% | 100.00% |
08.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 124'000 | 124'000 | 123'490 | 123'490 | 146'929 CHF | 148'163 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 124'000 | 124'000 | 121'972 | 121'972 | 147'338 CHF | 148'558 CHF | 99.81% | 99.81% |
04.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 124'000 | 124'000 | 123'245 | 123'245 | 147'418 CHF | 148'650 CHF | 99.49% | 99.49% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 124'000 | 124'000 | 123'492 | 123'492 | 146'833 CHF | 148'068 CHF | 99.35% | 99.35% |
02.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 125'000 | 125'000 | 125'585 | 125'585 | 143'550 CHF | 144'806 CHF | 100.00% | 100.00% |