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% | 1.58 CHF | 1.59 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 132'296 CHF | 133'135 CHF | 100.00% | 100.00% |
12.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 131'388 CHF | 132'219 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 84'000 | 84'000 | 83'150 | 83'150 | 130'817 CHF | 131'649 CHF | 100.00% | 100.00% |
10.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 131'046 CHF | 131'878 CHF | 100.00% | 100.00% |
09.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 128'204 CHF | 129'044 CHF | 100.00% | 100.00% |
08.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 130'037 CHF | 130'877 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 127'453 CHF | 128'293 CHF | 100.00% | 100.00% |
04.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 125'613 CHF | 126'453 CHF | 100.00% | 100.00% |
03.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 128'189 CHF | 129'060 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 126'672 CHF | 127'552 CHF | 99.97% | 99.97% |