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 | 0.67% | 1.49 CHF | 1.50 CHF | 80'000 | 80'000 | 83'998 | 83'998 | 124'349 CHF | 125'189 CHF | 100.00% | 100.00% |
12.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 84'000 | 84'000 | 83'113 | 83'113 | 123'428 CHF | 124'259 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 84'000 | 84'000 | 83'149 | 83'149 | 122'843 CHF | 123'675 CHF | 99.99% | 99.99% |
10.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 84'000 | 84'000 | 83'152 | 83'152 | 123'267 CHF | 124'099 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 120'369 CHF | 121'209 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 121'908 CHF | 122'748 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 119'365 CHF | 120'205 CHF | 100.00% | 100.00% |
04.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 117'626 CHF | 118'466 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 88'000 | 88'000 | 87'053 | 87'053 | 120'135 CHF | 121'005 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 118'379 CHF | 119'259 CHF | 100.00% | 100.00% |