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 | 0.84% | 1.16 CHF | 1.17 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 133'946 CHF | 135'081 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 112'000 | 112'000 | 111'526 | 111'526 | 138'162 CHF | 139'278 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 112'000 | 112'000 | 113'321 | 113'321 | 133'828 CHF | 134'962 CHF | 100.00% | 100.00% |
10.07.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 125'360 CHF | 126'519 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 122'932 CHF | 124'101 CHF | 100.00% | 100.00% |
08.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 123'097 CHF | 124'272 CHF | 100.00% | 100.00% |
05.07.2024 | 0.91% | 1.05 CHF | 1.06 CHF | 118'000 | 118'000 | 115'871 | 115'871 | 126'224 CHF | 127'383 CHF | 99.80% | 99.80% |
04.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 124'765 CHF | 125'924 CHF | 99.49% | 99.49% |
03.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 128'141 CHF | 129'296 CHF | 99.37% | 99.37% |
02.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 118'000 | 118'000 | 117'471 | 117'471 | 122'813 CHF | 123'988 CHF | 100.00% | 100.00% |