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 | 0.59% | 1.69 CHF | 1.70 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 193'475 CHF | 194'621 CHF | 99.99% | 99.99% |
12.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 192'940 CHF | 194'085 CHF | 99.97% | 99.97% |
11.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 115'000 | 115'000 | 114'463 | 114'463 | 187'479 CHF | 188'624 CHF | 99.98% | 99.98% |
10.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 190'858 CHF | 192'053 CHF | 100.00% | 100.00% |
09.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 119'503 | 119'503 | 190'009 CHF | 191'204 CHF | 99.59% | 99.59% |
08.07.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 192'962 CHF | 194'155 CHF | 100.00% | 100.00% |
05.07.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 191'925 CHF | 193'119 CHF | 100.00% | 100.00% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 191'628 CHF | 192'823 CHF | 100.00% | 100.00% |
03.07.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 186'121 CHF | 187'316 CHF | 99.77% | 99.77% |
02.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 182'805 CHF | 184'000 CHF | 99.93% | 99.93% |