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 | 0.62% | 1.59 CHF | 1.60 CHF | 176'000 | 176'000 | 176'609 | 176'609 | 282'391 CHF | 284'158 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 226'107 CHF | 227'700 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 160'000 | 160'000 | 160'539 | 160'539 | 230'486 CHF | 232'092 CHF | 99.82% | 99.82% |
10.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 237'282 CHF | 238'909 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 163'000 | 163'000 | 161'128 | 161'128 | 232'613 CHF | 234'226 CHF | 99.73% | 99.73% |
08.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 229'436 CHF | 231'039 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 222'371 CHF | 223'951 CHF | 99.81% | 99.81% |
04.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 227'421 CHF | 229'016 CHF | 100.00% | 100.00% |
03.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 231'502 CHF | 233'111 CHF | 100.00% | 100.00% |
02.07.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 162'000 | 162'000 | 162'964 | 162'964 | 238'558 CHF | 240'188 CHF | 100.00% | 100.00% |