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 | 0.65% | 1.51 CHF | 1.52 CHF | 149'000 | 149'000 | 146'294 | 146'294 | 225'101 CHF | 226'564 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 224'988 CHF | 226'449 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 145'000 | 145'000 | 144'870 | 144'870 | 229'002 CHF | 230'452 CHF | 100.00% | 100.00% |
10.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 226'395 CHF | 227'845 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 228'553 CHF | 230'003 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 234'646 CHF | 236'095 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 233'437 CHF | 234'861 CHF | 100.00% | 100.00% |
04.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 228'723 CHF | 230'173 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 233'373 CHF | 234'823 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 225'453 CHF | 226'903 CHF | 100.00% | 100.00% |