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 | 0.51% | 1.96 CHF | 1.97 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 284'091 CHF | 285'541 CHF | 99.99% | 99.99% |
12.07.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 145'000 | 145'000 | 147'009 | 147'009 | 276'186 CHF | 277'656 CHF | 100.00% | 100.00% |
11.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 150'000 | 150'000 | 149'871 | 149'871 | 274'040 CHF | 275'540 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 150'006 | 150'006 | 259'778 CHF | 261'278 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 155'000 | 155'000 | 152'786 | 152'786 | 260'423 CHF | 261'953 CHF | 99.77% | 99.77% |
08.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 258'625 CHF | 260'175 CHF | 99.29% | 99.29% |
05.07.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 155'000 | 155'000 | 152'963 | 152'963 | 260'761 CHF | 262'290 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 254'594 CHF | 256'144 CHF | 99.59% | 99.59% |
03.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 150'000 | 150'000 | 150'054 | 150'054 | 261'504 CHF | 263'004 CHF | 100.00% | 100.00% |
02.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 263'963 CHF | 265'463 CHF | 100.00% | 100.00% |