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 | 1.35% | 0.74 CHF | 0.75 CHF | 172'600 | 172'600 | 172'589 | 172'589 | 126'928 CHF | 128'654 CHF | 99.99% | 99.99% |
12.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 178'100 | 178'100 | 177'070 | 177'070 | 133'343 CHF | 135'114 CHF | 100.00% | 100.00% |
11.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 178'400 | 178'400 | 177'640 | 177'640 | 127'313 CHF | 129'089 CHF | 100.00% | 100.00% |
10.07.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 174'600 | 174'600 | 174'828 | 174'828 | 127'734 CHF | 129'483 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 162'500 | 162'500 | 162'733 | 162'733 | 120'837 CHF | 122'464 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 153'300 | 153'300 | 153'331 | 153'331 | 126'809 CHF | 128'342 CHF | 99.99% | 99.99% |
05.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 150'200 | 150'200 | 148'720 | 148'720 | 126'543 CHF | 128'030 CHF | 99.81% | 99.81% |
04.07.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 154'700 | 154'700 | 155'904 | 155'904 | 131'966 CHF | 133'525 CHF | 99.49% | 99.49% |
03.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 162'600 | 162'600 | 163'046 | 163'046 | 132'366 CHF | 133'997 CHF | 99.35% | 99.35% |
02.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 167'700 | 167'700 | 168'410 | 168'410 | 130'957 CHF | 132'641 CHF | 99.99% | 99.99% |