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 | 0.68% | 1.50 CHF | 1.51 CHF | 115'000 | 115'000 | 113'612 | 113'612 | 166'811 CHF | 167'947 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 113'000 | 113'000 | 113'715 | 113'715 | 167'079 CHF | 168'216 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 114'000 | 114'000 | 114'317 | 114'317 | 170'197 CHF | 171'341 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 116'000 | 116'000 | 116'416 | 116'416 | 178'323 CHF | 179'487 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 117'000 | 117'000 | 115'499 | 115'499 | 174'882 CHF | 176'039 CHF | 99.99% | 99.99% |
08.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 116'000 | 116'000 | 115'670 | 115'670 | 175'251 CHF | 176'407 CHF | 100.00% | 100.00% |
05.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 116'000 | 116'000 | 115'006 | 115'006 | 172'594 CHF | 173'744 CHF | 100.00% | 100.00% |
04.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 115'000 | 115'000 | 115'692 | 115'692 | 175'777 CHF | 176'934 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 117'000 | 117'000 | 116'414 | 116'414 | 178'726 CHF | 179'890 CHF | 100.00% | 100.00% |
02.07.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 118'000 | 118'000 | 118'611 | 118'611 | 187'254 CHF | 188'440 CHF | 99.99% | 99.99% |