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 | 0.86% | 1.14 CHF | 1.15 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 165'454 CHF | 166'883 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 163'088 CHF | 164'503 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 140'000 | 140'000 | 139'879 | 139'879 | 158'124 CHF | 159'523 CHF | 99.82% | 99.82% |
10.07.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 151'616 CHF | 152'996 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 148'713 CHF | 150'079 CHF | 99.77% | 99.77% |
08.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 144'152 CHF | 145'506 CHF | 100.00% | 100.00% |
05.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 146'187 CHF | 147'542 CHF | 99.81% | 99.81% |
04.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 151'656 CHF | 153'035 CHF | 100.00% | 100.00% |
03.07.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 155'320 CHF | 156'712 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 165'222 CHF | 166'656 CHF | 100.00% | 100.00% |