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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 135'100 | 135'100 | 136'484 | 136'484 | 196'733 CHF | 198'098 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 138'300 | 138'300 | 138'385 | 138'385 | 193'278 CHF | 194'662 CHF | 99.81% | 99.81% |
10.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 141'600 | 141'600 | 143'384 | 143'384 | 195'819 CHF | 197'253 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 142'000 | 142'000 | 140'827 | 140'827 | 195'077 CHF | 196'487 CHF | 99.72% | 99.72% |
08.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 143'200 | 143'200 | 142'754 | 142'754 | 195'435 CHF | 196'862 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 141'400 | 141'400 | 141'204 | 141'204 | 193'364 CHF | 194'776 CHF | 99.80% | 99.80% |
04.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 143'200 | 143'200 | 142'673 | 142'673 | 195'976 CHF | 197'403 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 143'300 | 143'300 | 143'300 | 143'300 | 193'353 CHF | 194'786 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 146'300 | 146'300 | 147'387 | 147'387 | 193'277 CHF | 194'751 CHF | 100.00% | 100.00% |
01.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 148'800 | 148'800 | 147'228 | 147'228 | 195'809 CHF | 197'281 CHF | 89.27% | 89.27% |