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 | 1.22% | 0.82 CHF | 0.83 CHF | 179'000 | 179'000 | 179'209 | 179'209 | 146'544 CHF | 148'336 CHF | 100.00% | 100.00% |
12.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 128'698 CHF | 130'438 CHF | 100.00% | 100.00% |
11.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 174'000 | 174'000 | 174'894 | 174'894 | 132'295 CHF | 134'045 CHF | 99.80% | 99.80% |
10.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 145'788 CHF | 147'578 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 179'000 | 179'000 | 178'785 | 178'785 | 143'195 CHF | 144'985 CHF | 99.73% | 99.73% |
08.07.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 143'447 CHF | 145'237 CHF | 100.00% | 100.00% |
05.07.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 179'000 | 179'000 | 175'489 | 175'489 | 134'526 CHF | 136'280 CHF | 99.81% | 99.81% |
04.07.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 179'000 | 179'000 | 177'297 | 177'297 | 136'190 CHF | 137'963 CHF | 100.00% | 100.00% |
03.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 179'000 | 179'000 | 175'241 | 175'241 | 132'849 CHF | 134'601 CHF | 100.00% | 100.00% |
02.07.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 174'000 | 174'000 | 175'418 | 175'418 | 133'919 CHF | 135'673 CHF | 100.00% | 100.00% |