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 | 0.64% | 1.55 CHF | 1.56 CHF | 121'800 | 121'800 | 121'079 | 121'079 | 187'234 CHF | 188'445 CHF | 100.00% | 100.00% |
12.07.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 120'600 | 120'600 | 117'911 | 117'911 | 184'678 CHF | 185'857 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.52 CHF | 1.53 CHF | 116'100 | 116'100 | 116'100 | 116'100 | 185'580 CHF | 186'741 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 116'100 | 116'100 | 116'160 | 116'160 | 190'184 CHF | 191'345 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 116'300 | 116'300 | 118'218 | 118'218 | 192'841 CHF | 194'024 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 119'700 | 119'700 | 116'877 | 116'877 | 183'717 CHF | 184'886 CHF | 99.99% | 99.99% |
05.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 115'000 | 115'000 | 114'460 | 114'460 | 187'250 CHF | 188'394 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 114'100 | 114'100 | 110'507 | 110'507 | 187'021 CHF | 188'126 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 108'100 | 108'100 | 107'562 | 107'562 | 188'573 CHF | 189'649 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 107'200 | 107'200 | 109'782 | 109'782 | 196'751 CHF | 197'848 CHF | 100.00% | 100.00% |