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 | 176'000 | 176'000 | 176'610 | 176'610 | 253'555 CHF | 255'321 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 199'666 CHF | 201'258 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 160'000 | 160'000 | 160'531 | 160'531 | 203'690 CHF | 205'297 CHF | 99.82% | 99.82% |
10.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 210'414 CHF | 212'041 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 163'000 | 163'000 | 161'127 | 161'127 | 205'695 CHF | 207'308 CHF | 99.77% | 99.77% |
08.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 202'928 CHF | 204'530 CHF | 100.00% | 100.00% |
05.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 195'959 CHF | 197'539 CHF | 99.81% | 99.81% |
04.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 200'771 CHF | 202'366 CHF | 100.00% | 100.00% |
03.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 204'731 CHF | 206'340 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 211'525 CHF | 213'155 CHF | 100.00% | 100.00% |