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 | 0.63% | 1.57 CHF | 1.58 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 180'725 CHF | 181'860 CHF | 100.00% | 100.00% |
12.07.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 183'986 CHF | 185'101 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 112'000 | 112'000 | 113'324 | 113'324 | 180'334 CHF | 181'468 CHF | 100.00% | 100.00% |
10.07.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 172'845 CHF | 174'004 CHF | 100.00% | 100.00% |
09.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 170'784 CHF | 171'953 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 171'163 CHF | 172'338 CHF | 100.00% | 100.00% |
05.07.2024 | 0.67% | 1.46 CHF | 1.47 CHF | 118'000 | 118'000 | 115'871 | 115'871 | 173'666 CHF | 174'824 CHF | 99.80% | 99.80% |
04.07.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 172'184 CHF | 173'342 CHF | 99.49% | 99.49% |
03.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 175'419 CHF | 176'574 CHF | 99.37% | 99.37% |
02.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 170'738 CHF | 171'913 CHF | 99.99% | 99.99% |