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 | 0.94% | 1.64 CHF | 1.65 CHF | 152'000 | 152'000 | 68'070 | 68'070 | 111'559 CHF | 112'443 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 1.62 CHF | 1.63 CHF | 153'000 | 153'000 | 69'077 | 69'077 | 110'876 CHF | 111'775 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 1.56 CHF | 1.57 CHF | 155'000 | 155'000 | 69'498 | 69'498 | 108'803 CHF | 109'707 CHF | 99.99% | 99.99% |
10.07.2024 | 0.96% | 1.56 CHF | 1.57 CHF | 154'000 | 154'000 | 67'990 | 67'990 | 109'227 CHF | 110'118 CHF | 99.77% | 99.77% |
09.07.2024 | 0.91% | 1.67 CHF | 1.68 CHF | 150'000 | 150'000 | 67'496 | 67'496 | 113'496 CHF | 114'374 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.69 CHF | 1.70 CHF | 150'000 | 150'000 | 67'298 | 67'298 | 114'890 CHF | 115'767 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.70 CHF | 1.71 CHF | 149'000 | 149'000 | 67'248 | 67'248 | 114'271 CHF | 115'147 CHF | 99.98% | 99.98% |
04.07.2024 | 0.90% | 1.70 CHF | 1.71 CHF | 60'000 | 60'000 | 48'298 | 48'298 | 82'116 CHF | 82'800 CHF | 100.00% | 100.00% |
03.07.2024 | 0.92% | 1.71 CHF | 1.72 CHF | 149'000 | 149'000 | 67'186 | 67'186 | 113'796 CHF | 114'671 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.64 CHF | 1.65 CHF | 151'000 | 151'000 | 67'882 | 67'882 | 109'870 CHF | 110'752 CHF | 100.00% | 100.00% |