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 | 0.75% | 1.34 CHF | 1.35 CHF | 132'000 | 132'000 | 132'917 | 132'917 | 176'827 CHF | 178'156 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 132'000 | 132'000 | 132'689 | 132'689 | 177'041 CHF | 178'368 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 134'000 | 134'000 | 134'055 | 134'055 | 173'058 CHF | 174'400 CHF | 100.00% | 100.00% |
10.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 134'000 | 134'000 | 134'669 | 134'669 | 171'456 CHF | 172'802 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 137'000 | 137'000 | 135'167 | 135'167 | 169'944 CHF | 171'295 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 132'000 | 132'000 | 130'568 | 130'568 | 182'432 CHF | 183'738 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 132'000 | 132'000 | 129'799 | 129'799 | 184'266 CHF | 185'564 CHF | 99.82% | 99.82% |
04.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 130'000 | 130'000 | 129'466 | 129'466 | 183'093 CHF | 184'387 CHF | 99.50% | 99.50% |
03.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 130'000 | 130'000 | 131'372 | 131'372 | 182'110 CHF | 183'424 CHF | 99.36% | 99.36% |
02.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 134'000 | 134'000 | 133'467 | 133'467 | 177'440 CHF | 178'775 CHF | 100.00% | 100.00% |