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 | 0.97% | 1.59 CHF | 1.60 CHF | 152'000 | 152'000 | 68'071 | 68'071 | 108'198 CHF | 109'082 CHF | 100.00% | 100.00% |
12.07.2024 | 1.00% | 1.57 CHF | 1.58 CHF | 153'000 | 153'000 | 69'077 | 69'077 | 107'510 CHF | 108'410 CHF | 100.00% | 100.00% |
11.07.2024 | 1.01% | 1.51 CHF | 1.52 CHF | 155'000 | 155'000 | 69'505 | 69'505 | 105'456 CHF | 106'359 CHF | 100.00% | 100.00% |
10.07.2024 | 0.99% | 1.51 CHF | 1.52 CHF | 154'000 | 154'000 | 67'947 | 67'947 | 105'846 CHF | 106'736 CHF | 100.00% | 100.00% |
09.07.2024 | 0.94% | 1.62 CHF | 1.63 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 110'195 CHF | 111'073 CHF | 100.00% | 100.00% |
08.07.2024 | 0.93% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 67'296 | 67'296 | 111'625 CHF | 112'502 CHF | 100.00% | 100.00% |
05.07.2024 | 0.93% | 1.66 CHF | 1.67 CHF | 149'000 | 149'000 | 67'231 | 67'231 | 110'970 CHF | 111'846 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 1.65 CHF | 1.66 CHF | 60'000 | 60'000 | 48'299 | 48'299 | 79'740 CHF | 80'425 CHF | 100.00% | 100.00% |
03.07.2024 | 0.94% | 1.66 CHF | 1.67 CHF | 149'000 | 149'000 | 67'184 | 67'184 | 110'546 CHF | 111'421 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.59 CHF | 1.60 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 106'527 CHF | 107'409 CHF | 100.00% | 100.00% |