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 | 0.77% | 1.28 CHF | 1.29 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 185'256 CHF | 186'685 CHF | 100.00% | 100.00% |
12.07.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 182'678 CHF | 184'094 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 140'000 | 140'000 | 139'877 | 139'877 | 177'454 CHF | 178'853 CHF | 99.64% | 99.64% |
10.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 140'000 | 140'000 | 137'949 | 137'949 | 170'716 CHF | 172'095 CHF | 100.00% | 100.00% |
09.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 167'470 CHF | 168'836 CHF | 99.74% | 99.74% |
08.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 162'917 CHF | 164'271 CHF | 100.00% | 100.00% |
05.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 164'755 CHF | 166'110 CHF | 99.81% | 99.81% |
04.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 170'778 CHF | 172'157 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 174'428 CHF | 175'820 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 184'790 CHF | 186'224 CHF | 100.00% | 100.00% |