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 | 0.63% | 1.55 CHF | 1.56 CHF | 149'000 | 149'000 | 146'295 | 146'295 | 230'373 CHF | 231'836 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 230'224 CHF | 231'685 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 145'000 | 145'000 | 144'870 | 144'870 | 234'463 CHF | 235'913 CHF | 100.00% | 100.00% |
10.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 231'508 CHF | 232'958 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 233'656 CHF | 235'106 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 239'917 CHF | 241'366 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 238'276 CHF | 239'700 CHF | 99.99% | 99.99% |
04.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 233'911 CHF | 235'361 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 238'546 CHF | 239'996 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 230'503 CHF | 231'954 CHF | 99.99% | 99.99% |