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 | 0.95% | 1.08 CHF | 1.09 CHF | 115'000 | 115'000 | 113'612 | 113'612 | 119'355 CHF | 120'491 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 113'000 | 113'000 | 113'715 | 113'715 | 119'749 CHF | 120'886 CHF | 100.00% | 100.00% |
11.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 114'000 | 114'000 | 114'316 | 114'316 | 122'622 CHF | 123'766 CHF | 99.99% | 99.99% |
10.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 116'000 | 116'000 | 116'415 | 116'415 | 129'766 CHF | 130'931 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 117'000 | 117'000 | 115'500 | 115'500 | 126'911 CHF | 128'068 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 116'000 | 116'000 | 115'670 | 115'670 | 127'049 CHF | 128'206 CHF | 99.99% | 99.99% |
05.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 116'000 | 116'000 | 115'006 | 115'006 | 124'546 CHF | 125'696 CHF | 100.00% | 100.00% |
04.07.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 115'000 | 115'000 | 115'692 | 115'692 | 127'657 CHF | 128'814 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 117'000 | 117'000 | 116'414 | 116'414 | 130'132 CHF | 131'296 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 118'000 | 118'000 | 118'611 | 118'611 | 137'825 CHF | 139'011 CHF | 100.00% | 100.00% |