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 | 0.52% | 1.90 CHF | 1.91 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 217'681 CHF | 218'826 CHF | 100.00% | 100.00% |
12.07.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 217'202 CHF | 218'348 CHF | 99.99% | 99.99% |
11.07.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 115'000 | 115'000 | 114'462 | 114'462 | 211'678 CHF | 212'823 CHF | 99.70% | 99.70% |
10.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 216'034 CHF | 217'229 CHF | 100.00% | 100.00% |
09.07.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 215'224 CHF | 216'419 CHF | 99.91% | 99.91% |
08.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 218'101 CHF | 219'295 CHF | 100.00% | 100.00% |
05.07.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 217'139 CHF | 218'333 CHF | 99.88% | 99.88% |
04.07.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 216'824 CHF | 218'019 CHF | 100.00% | 100.00% |
03.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 211'334 CHF | 212'529 CHF | 99.85% | 99.85% |
02.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 207'922 CHF | 209'117 CHF | 99.94% | 99.94% |