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 | 0.60% | 1.66 CHF | 1.67 CHF | 145'000 | 145'000 | 144'999 | 145'000 | 240'823 CHF | 242'275 CHF | 98.87% | 98.87% |
12.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 145'000 | 145'000 | 147'008 | 147'008 | 232'406 CHF | 233'876 CHF | 99.47% | 99.47% |
11.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 150'000 | 150'000 | 149'865 | 149'865 | 229'382 CHF | 230'882 CHF | 97.97% | 97.97% |
10.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 150'003 | 150'003 | 215'282 CHF | 216'782 CHF | 98.93% | 98.93% |
09.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 155'000 | 155'000 | 152'780 | 152'780 | 214'970 CHF | 216'499 CHF | 99.46% | 99.46% |
08.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 212'515 CHF | 214'065 CHF | 98.85% | 98.85% |
05.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 155'000 | 155'000 | 152'948 | 152'948 | 215'327 CHF | 216'856 CHF | 98.61% | 98.61% |
04.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 208'501 CHF | 210'051 CHF | 98.93% | 98.93% |
03.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 150'000 | 150'000 | 150'055 | 150'055 | 216'985 CHF | 218'485 CHF | 98.57% | 98.57% |
02.07.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 219'334 CHF | 220'834 CHF | 99.27% | 99.27% |