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 | 0.71% | 1.39 CHF | 1.40 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 200'744 CHF | 202'172 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 197'857 CHF | 199'273 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 140'000 | 140'000 | 139'878 | 139'878 | 192'603 CHF | 194'003 CHF | 99.81% | 99.81% |
10.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 185'525 CHF | 186'905 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 140'000 | 140'000 | 136'592 | 136'592 | 181'999 CHF | 183'365 CHF | 99.76% | 99.76% |
08.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 177'469 CHF | 178'823 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 179'242 CHF | 180'596 CHF | 99.80% | 99.80% |
04.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 185'722 CHF | 187'101 CHF | 100.00% | 100.00% |
03.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 189'560 CHF | 190'952 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 200'266 CHF | 201'700 CHF | 100.00% | 100.00% |