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 | 0.56% | 1.80 CHF | 1.81 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 150'593 CHF | 151'433 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 149'345 CHF | 150'176 CHF | 100.00% | 100.00% |
11.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 84'000 | 84'000 | 83'148 | 83'148 | 148'764 CHF | 149'596 CHF | 100.00% | 100.00% |
10.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 149'121 CHF | 149'953 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 146'464 CHF | 147'304 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 147'992 CHF | 148'832 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 145'577 CHF | 146'417 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 143'584 CHF | 144'424 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 146'983 CHF | 147'853 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 145'434 CHF | 146'314 CHF | 100.00% | 100.00% |