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% | 1.75 CHF | 1.76 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 200'165 CHF | 201'299 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 203'086 CHF | 204'201 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 112'000 | 112'000 | 113'328 | 113'328 | 199'778 CHF | 200'912 CHF | 100.00% | 100.00% |
10.07.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 192'650 CHF | 193'809 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 118'000 | 118'000 | 116'884 | 116'884 | 190'735 CHF | 191'904 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 191'180 CHF | 192'355 CHF | 100.00% | 100.00% |
05.07.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 118'000 | 118'000 | 115'871 | 115'871 | 193'441 CHF | 194'600 CHF | 99.79% | 99.79% |
04.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 191'984 CHF | 193'143 CHF | 99.49% | 99.49% |
03.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 195'077 CHF | 196'233 CHF | 99.37% | 99.37% |
02.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 118'000 | 118'000 | 117'470 | 117'470 | 190'727 CHF | 191'901 CHF | 100.00% | 100.00% |