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 | 1.08% | 0.92 CHF | 0.93 CHF | 179'000 | 179'000 | 179'209 | 179'209 | 164'971 CHF | 166'763 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 174'000 | 174'000 | 174'000 | 174'000 | 146'675 CHF | 148'415 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 174'000 | 174'000 | 174'891 | 174'891 | 150'286 CHF | 152'036 CHF | 99.85% | 99.85% |
10.07.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 164'182 CHF | 165'972 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 179'000 | 179'000 | 178'785 | 178'785 | 161'740 CHF | 163'530 CHF | 99.73% | 99.73% |
08.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 179'000 | 179'000 | 179'000 | 179'000 | 161'814 CHF | 163'604 CHF | 99.99% | 99.99% |
05.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 179'000 | 179'000 | 175'489 | 175'489 | 152'758 CHF | 154'513 CHF | 99.80% | 99.80% |
04.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 179'000 | 179'000 | 177'297 | 177'297 | 154'533 CHF | 156'306 CHF | 100.00% | 100.00% |
03.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 179'000 | 179'000 | 175'241 | 175'241 | 151'066 CHF | 152'818 CHF | 100.00% | 100.00% |
02.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 174'000 | 174'000 | 175'418 | 175'418 | 151'919 CHF | 153'673 CHF | 100.00% | 100.00% |