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 | 0.55% | 1.82 CHF | 1.83 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 208'294 CHF | 209'439 CHF | 100.00% | 100.00% |
12.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 207'718 CHF | 208'863 CHF | 100.00% | 100.00% |
11.07.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 115'000 | 115'000 | 114'463 | 114'463 | 202'193 CHF | 203'338 CHF | 99.98% | 99.98% |
10.07.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 206'189 CHF | 207'383 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 205'335 CHF | 206'530 CHF | 100.00% | 100.00% |
08.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 208'254 CHF | 209'448 CHF | 100.00% | 100.00% |
05.07.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 207'272 CHF | 208'466 CHF | 100.00% | 100.00% |
04.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 206'916 CHF | 208'111 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 201'366 CHF | 202'561 CHF | 100.00% | 100.00% |
02.07.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 198'078 CHF | 199'273 CHF | 100.00% | 100.00% |