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 | 0.78% | 1.25 CHF | 1.26 CHF | 149'000 | 149'000 | 146'295 | 146'295 | 187'493 CHF | 188'956 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 145'000 | 145'000 | 146'079 | 146'079 | 187'406 CHF | 188'867 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 145'000 | 145'000 | 144'872 | 144'872 | 191'543 CHF | 192'993 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 188'706 CHF | 190'156 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 190'869 CHF | 192'319 CHF | 99.99% | 99.99% |
08.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 145'000 | 145'000 | 144'921 | 144'921 | 197'300 CHF | 198'749 CHF | 100.00% | 100.00% |
05.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 145'000 | 145'000 | 142'392 | 142'392 | 196'653 CHF | 198'077 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 191'466 CHF | 192'916 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 195'962 CHF | 197'412 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 145'000 | 145'000 | 145'056 | 145'056 | 187'766 CHF | 189'217 CHF | 100.00% | 100.00% |