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 | 0.78% | 1.30 CHF | 1.31 CHF | 115'000 | 115'000 | 113'611 | 113'611 | 144'512 CHF | 145'648 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 113'000 | 113'000 | 113'715 | 113'715 | 144'991 CHF | 146'128 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 114'000 | 114'000 | 114'313 | 114'313 | 148'026 CHF | 149'169 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 116'000 | 116'000 | 116'415 | 116'415 | 155'653 CHF | 156'818 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 117'000 | 117'000 | 115'500 | 115'500 | 152'549 CHF | 153'705 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 116'000 | 116'000 | 115'670 | 115'670 | 152'773 CHF | 153'929 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 116'000 | 116'000 | 115'006 | 115'006 | 150'111 CHF | 151'261 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 115'000 | 115'000 | 115'692 | 115'692 | 153'358 CHF | 154'514 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 117'000 | 117'000 | 116'414 | 116'414 | 156'019 CHF | 157'183 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 118'000 | 118'000 | 118'611 | 118'611 | 164'168 CHF | 165'354 CHF | 99.99% | 99.99% |