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 | 0.71% | 1.36 CHF | 1.37 CHF | 160'000 | 160'000 | 158'850 | 158'850 | 223'348 CHF | 224'936 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 158'000 | 158'000 | 159'628 | 159'628 | 224'239 CHF | 225'835 CHF | 99.99% | 99.99% |
11.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 160'000 | 160'000 | 159'956 | 159'956 | 218'837 CHF | 220'438 CHF | 99.84% | 99.84% |
10.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 160'000 | 160'000 | 161'983 | 161'983 | 217'325 CHF | 218'945 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 162'000 | 162'000 | 160'616 | 160'616 | 218'135 CHF | 219'743 CHF | 99.73% | 99.73% |
08.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 162'000 | 162'000 | 161'474 | 161'474 | 217'315 CHF | 218'930 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 162'000 | 162'000 | 161'782 | 161'782 | 217'727 CHF | 219'345 CHF | 99.81% | 99.81% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 162'000 | 162'000 | 161'416 | 161'416 | 218'099 CHF | 219'713 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 215'356 CHF | 216'976 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 162'000 | 162'000 | 163'208 | 163'208 | 211'728 CHF | 213'360 CHF | 100.00% | 100.00% |