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 | 0.58% | 1.75 CHF | 1.76 CHF | 147'300 | 147'300 | 148'081 | 148'081 | 254'617 CHF | 256'098 CHF | 100.00% | 100.00% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 148'700 | 148'700 | 148'820 | 148'820 | 253'318 CHF | 254'806 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 149'000 | 149'000 | 151'636 | 151'636 | 253'936 CHF | 255'452 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 153'400 | 153'400 | 154'537 | 154'537 | 253'240 CHF | 254'786 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 155'400 | 155'400 | 155'828 | 155'828 | 254'131 CHF | 255'691 CHF | 100.00% | 100.00% |
08.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 156'400 | 156'400 | 154'356 | 154'356 | 249'303 CHF | 250'847 CHF | 99.99% | 99.99% |
05.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 153'100 | 153'100 | 154'418 | 154'418 | 254'258 CHF | 255'802 CHF | 99.78% | 99.78% |
04.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 155'300 | 155'300 | 155'180 | 155'180 | 255'115 CHF | 256'667 CHF | 100.00% | 100.00% |
03.07.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 155'100 | 155'100 | 157'731 | 157'731 | 258'320 CHF | 259'898 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 159'500 | 159'500 | 160'040 | 160'040 | 253'389 CHF | 254'990 CHF | 100.00% | 100.00% |