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 | 0.58% | 1.71 CHF | 1.72 CHF | 160'000 | 160'000 | 159'557 | 159'557 | 274'063 CHF | 275'658 CHF | 99.95% | 99.95% |
12.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 274'609 CHF | 276'203 CHF | 99.94% | 99.94% |
11.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 160'000 | 160'000 | 159'300 | 159'300 | 275'714 CHF | 277'308 CHF | 99.84% | 99.84% |
10.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 276'458 CHF | 278'052 CHF | 100.00% | 100.00% |
09.07.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 160'000 | 160'000 | 159'499 | 159'499 | 276'222 CHF | 277'817 CHF | 99.90% | 99.90% |
08.07.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 160'000 | 160'000 | 158'357 | 158'357 | 284'158 CHF | 285'741 CHF | 100.00% | 100.00% |
05.07.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 156'000 | 156'000 | 155'583 | 155'583 | 285'114 CHF | 286'670 CHF | 99.86% | 99.86% |
04.07.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 287'121 CHF | 288'675 CHF | 100.00% | 100.00% |
03.07.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 156'000 | 156'000 | 155'412 | 155'412 | 282'566 CHF | 284'120 CHF | 99.32% | 99.32% |
02.07.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 164'000 | 164'000 | 160'986 | 160'986 | 275'344 CHF | 276'954 CHF | 100.00% | 100.00% |