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 | 0.74% | 1.34 CHF | 1.35 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 153'317 CHF | 154'462 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 152'818 CHF | 153'963 CHF | 99.97% | 99.97% |
11.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 115'000 | 115'000 | 114'460 | 114'460 | 147'422 CHF | 148'567 CHF | 99.98% | 99.98% |
10.07.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 149'124 CHF | 150'318 CHF | 100.00% | 100.00% |
09.07.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 120'000 | 120'000 | 119'502 | 119'502 | 148'289 CHF | 149'484 CHF | 99.45% | 99.45% |
08.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 151'328 CHF | 152'522 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 120'000 | 120'000 | 119'400 | 119'400 | 150'250 CHF | 151'444 CHF | 99.90% | 99.90% |
04.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 149'905 CHF | 151'100 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 120'000 | 120'000 | 119'504 | 119'504 | 144'447 CHF | 145'642 CHF | 99.85% | 99.85% |
02.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 141'230 CHF | 142'425 CHF | 99.98% | 99.98% |