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 | 0.61% | 1.62 CHF | 1.63 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 347'556 CHF | 349'697 CHF | 100.00% | 100.00% |
12.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 350'688 CHF | 352'829 CHF | 100.00% | 100.00% |
11.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 215'000 | 215'000 | 213'996 | 213'996 | 345'928 CHF | 348'070 CHF | 99.99% | 99.99% |
10.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 215'000 | 215'000 | 214'125 | 214'125 | 345'112 CHF | 347'253 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 220'000 | 220'000 | 216'033 | 216'033 | 344'165 CHF | 346'325 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 351'520 CHF | 353'661 CHF | 100.00% | 100.00% |
05.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 348'852 CHF | 350'993 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 345'806 CHF | 347'947 CHF | 100.00% | 100.00% |
03.07.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 215'000 | 215'000 | 216'963 | 216'963 | 344'446 CHF | 346'616 CHF | 100.00% | 100.00% |
02.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 341'924 CHF | 344'115 CHF | 99.99% | 99.99% |