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 | 0.56% | 1.77 CHF | 1.78 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 379'276 CHF | 381'417 CHF | 100.00% | 100.00% |
12.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 382'495 CHF | 384'636 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 215'000 | 215'000 | 213'988 | 213'988 | 377'649 CHF | 379'790 CHF | 99.99% | 99.99% |
10.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 215'000 | 215'000 | 214'124 | 214'124 | 376'622 CHF | 378'763 CHF | 100.00% | 100.00% |
09.07.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 220'000 | 220'000 | 216'032 | 216'032 | 376'043 CHF | 378'203 CHF | 100.00% | 100.00% |
08.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 382'956 CHF | 385'097 CHF | 100.00% | 100.00% |
05.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 380'628 CHF | 382'769 CHF | 100.00% | 100.00% |
04.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 377'645 CHF | 379'786 CHF | 100.00% | 100.00% |
03.07.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 215'000 | 215'000 | 216'963 | 216'963 | 376'558 CHF | 378'728 CHF | 100.00% | 100.00% |
02.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 374'275 CHF | 376'466 CHF | 100.00% | 100.00% |