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 | 0.58% | 1.74 CHF | 1.75 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 145'201 CHF | 146'041 CHF | 100.00% | 100.00% |
12.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 144'057 CHF | 144'888 CHF | 100.00% | 100.00% |
11.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 84'000 | 84'000 | 83'147 | 83'147 | 143'527 CHF | 144'359 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 143'844 CHF | 144'676 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 141'098 CHF | 141'938 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 142'679 CHF | 143'519 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 140'097 CHF | 140'937 CHF | 100.00% | 100.00% |
04.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 138'300 CHF | 139'140 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 141'303 CHF | 142'174 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 140'038 CHF | 140'918 CHF | 100.00% | 100.00% |