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 | 0.69% | 1.43 CHF | 1.44 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 206'137 CHF | 207'565 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 203'165 CHF | 204'581 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 140'000 | 140'000 | 139'882 | 139'882 | 198'069 CHF | 199'469 CHF | 99.67% | 99.67% |
10.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 140'000 | 140'000 | 137'949 | 137'949 | 190'891 CHF | 192'270 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 187'272 CHF | 188'638 CHF | 99.63% | 99.63% |
08.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 182'688 CHF | 184'043 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 184'567 CHF | 185'921 CHF | 99.81% | 99.81% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 190'896 CHF | 192'275 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 194'961 CHF | 196'353 CHF | 99.99% | 99.99% |
02.07.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 205'752 CHF | 207'186 CHF | 100.00% | 100.00% |