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 | 0.67% | 1.48 CHF | 1.49 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 169'272 CHF | 170'418 CHF | 100.00% | 100.00% |
12.07.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 168'730 CHF | 169'875 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 115'000 | 115'000 | 114'461 | 114'461 | 163'290 CHF | 164'435 CHF | 100.00% | 100.00% |
10.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 165'633 CHF | 166'828 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 164'830 CHF | 166'025 CHF | 99.99% | 99.99% |
08.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 167'844 CHF | 169'038 CHF | 99.99% | 99.99% |
05.07.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 166'762 CHF | 167'956 CHF | 100.00% | 100.00% |
04.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 166'420 CHF | 167'615 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 160'913 CHF | 162'108 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 157'707 CHF | 158'902 CHF | 99.99% | 99.99% |