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 | 0.57% | 1.73 CHF | 1.74 CHF | 125'000 | 125'000 | 124'098 | 124'098 | 218'112 CHF | 219'353 CHF | 99.99% | 99.99% |
12.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 125'000 | 125'000 | 124'275 | 124'275 | 216'662 CHF | 217'905 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 125'000 | 125'000 | 123'900 | 123'900 | 218'082 CHF | 219'322 CHF | 100.00% | 100.00% |
10.07.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 125'000 | 125'000 | 125'354 | 125'354 | 213'814 CHF | 215'068 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 126'000 | 126'000 | 125'813 | 125'813 | 213'284 CHF | 214'542 CHF | 100.00% | 100.00% |
08.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 126'000 | 126'000 | 126'254 | 126'254 | 211'103 CHF | 212'365 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 127'000 | 127'000 | 126'927 | 126'927 | 209'308 CHF | 210'577 CHF | 100.00% | 100.00% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 126'000 | 126'000 | 126'065 | 126'065 | 212'355 CHF | 213'616 CHF | 100.00% | 100.00% |
03.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 127'000 | 127'000 | 126'936 | 126'936 | 209'909 CHF | 211'179 CHF | 99.98% | 99.98% |
02.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 126'000 | 126'000 | 125'711 | 125'711 | 212'865 CHF | 214'122 CHF | 100.00% | 100.00% |