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 | 0.91% | 1.70 CHF | 1.71 CHF | 152'000 | 152'000 | 68'070 | 68'070 | 115'072 CHF | 115'956 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.67 CHF | 1.68 CHF | 153'000 | 153'000 | 69'077 | 69'077 | 114'458 CHF | 115'358 CHF | 100.00% | 100.00% |
11.07.2024 | 0.95% | 1.61 CHF | 1.62 CHF | 155'000 | 155'000 | 69'497 | 69'497 | 112'512 CHF | 113'416 CHF | 99.99% | 99.99% |
10.07.2024 | 0.93% | 1.61 CHF | 1.62 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 112'740 CHF | 113'630 CHF | 100.00% | 100.00% |
09.07.2024 | 0.89% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 117'010 CHF | 117'888 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 67'296 | 67'296 | 118'429 CHF | 119'305 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.76 CHF | 1.77 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 117'824 CHF | 118'700 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.75 CHF | 1.76 CHF | 60'000 | 60'000 | 48'299 | 48'299 | 84'600 CHF | 85'285 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.76 CHF | 1.77 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 117'449 CHF | 118'324 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.69 CHF | 1.70 CHF | 151'000 | 151'000 | 67'883 | 67'883 | 113'464 CHF | 114'346 CHF | 100.00% | 100.00% |