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 | 0.82% | 1.18 CHF | 1.19 CHF | 149'000 | 149'000 | 146'294 | 146'294 | 176'979 CHF | 178'442 CHF | 100.00% | 100.00% |
12.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 177'269 CHF | 178'730 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 145'000 | 145'000 | 144'871 | 144'871 | 181'558 CHF | 183'008 CHF | 100.00% | 100.00% |
10.07.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 178'600 CHF | 180'050 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 180'807 CHF | 182'257 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 186'925 CHF | 188'374 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 186'779 CHF | 188'203 CHF | 100.00% | 100.00% |
04.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 181'426 CHF | 182'876 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 185'922 CHF | 187'372 CHF | 100.00% | 100.00% |
02.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 177'705 CHF | 179'156 CHF | 100.00% | 100.00% |