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 | 0.61% | 1.65 CHF | 1.66 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 138'238 CHF | 139'078 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 137'253 CHF | 138'085 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 84'000 | 84'000 | 83'150 | 83'150 | 136'730 CHF | 137'562 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 136'928 CHF | 137'759 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 134'163 CHF | 135'003 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 135'786 CHF | 136'626 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 133'246 CHF | 134'086 CHF | 100.00% | 100.00% |
04.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 131'376 CHF | 132'216 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 134'219 CHF | 135'090 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 132'934 CHF | 133'814 CHF | 100.00% | 100.00% |