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% | 1.24 CHF | 1.25 CHF | 152'800 | 152'800 | 153'702 | 153'702 | 190'913 CHF | 192'450 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 154'400 | 154'400 | 158'345 | 158'345 | 194'249 CHF | 195'832 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 161'000 | 161'000 | 160'940 | 160'940 | 193'890 CHF | 195'499 CHF | 100.00% | 100.00% |
10.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 161'000 | 161'000 | 160'761 | 160'761 | 189'364 CHF | 190'971 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 160'700 | 160'700 | 157'211 | 157'211 | 186'006 CHF | 187'580 CHF | 100.00% | 100.00% |
08.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 155'200 | 155'200 | 159'285 | 159'285 | 195'565 CHF | 197'157 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 162'100 | 162'100 | 162'941 | 162'941 | 192'800 CHF | 194'430 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 163'500 | 163'500 | 169'368 | 169'368 | 194'036 CHF | 195'730 CHF | 100.00% | 100.00% |
03.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 173'300 | 173'300 | 174'197 | 174'197 | 193'171 CHF | 194'913 CHF | 100.00% | 100.00% |
02.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 174'800 | 174'800 | 169'997 | 169'997 | 184'462 CHF | 186'162 CHF | 100.00% | 100.00% |