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 | 1.40% | 0.71 CHF | 0.72 CHF | 179'000 | 179'000 | 179'212 | 179'212 | 126'791 CHF | 128'583 CHF | 100.00% | 100.00% |
12.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 109'528 CHF | 111'268 CHF | 100.00% | 100.00% |
11.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 174'000 | 174'000 | 174'898 | 174'898 | 112'995 CHF | 114'745 CHF | 99.85% | 99.85% |
10.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 126'065 CHF | 127'855 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 179'000 | 179'000 | 178'786 | 178'786 | 123'438 CHF | 125'228 CHF | 99.73% | 99.73% |
08.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 123'626 CHF | 125'416 CHF | 100.00% | 100.00% |
05.07.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 179'000 | 179'000 | 175'489 | 175'489 | 115'098 CHF | 116'853 CHF | 99.81% | 99.81% |
04.07.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 179'000 | 179'000 | 177'297 | 177'297 | 116'655 CHF | 118'428 CHF | 100.00% | 100.00% |
03.07.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 179'000 | 179'000 | 175'241 | 175'241 | 113'522 CHF | 115'275 CHF | 99.99% | 99.99% |
02.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 174'000 | 174'000 | 175'418 | 175'418 | 114'527 CHF | 116'282 CHF | 100.00% | 100.00% |