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 | 0.80% | 1.26 CHF | 1.27 CHF | 132'000 | 132'000 | 132'920 | 132'920 | 165'541 CHF | 166'870 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 132'000 | 132'000 | 132'689 | 132'689 | 165'838 CHF | 167'165 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 134'000 | 134'000 | 134'116 | 134'116 | 161'805 CHF | 163'147 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 134'000 | 134'000 | 134'670 | 134'670 | 160'012 CHF | 161'359 CHF | 99.99% | 99.99% |
09.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 137'000 | 137'000 | 135'166 | 135'166 | 158'434 CHF | 159'785 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 132'000 | 132'000 | 130'570 | 130'570 | 171'372 CHF | 172'678 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 132'000 | 132'000 | 129'800 | 129'800 | 173'449 CHF | 174'747 CHF | 99.81% | 99.81% |
04.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 129'466 | 129'466 | 172'269 CHF | 173'564 CHF | 99.49% | 99.49% |
03.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 130'000 | 130'000 | 131'371 | 131'371 | 171'041 CHF | 172'355 CHF | 99.37% | 99.37% |
02.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 134'000 | 134'000 | 133'467 | 133'467 | 166'186 CHF | 167'521 CHF | 100.00% | 100.00% |