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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 182'374 CHF | 183'967 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 160'531 | 160'531 | 186'286 CHF | 187'892 CHF | 99.82% | 99.82% |
10.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 192'628 CHF | 194'254 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 163'000 | 163'000 | 161'127 | 161'127 | 188'168 CHF | 189'781 CHF | 99.73% | 99.73% |
08.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 185'578 CHF | 187'180 CHF | 100.00% | 100.00% |
05.07.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 178'797 CHF | 180'377 CHF | 99.81% | 99.81% |
04.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 183'590 CHF | 185'186 CHF | 100.00% | 100.00% |
03.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 187'160 CHF | 188'769 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 193'737 CHF | 195'367 CHF | 100.00% | 100.00% |
01.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 162'000 | 162'000 | 161'353 | 161'353 | 188'868 CHF | 190'481 CHF | 89.29% | 89.29% |