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 | 0.76% | 1.30 CHF | 1.31 CHF | 176'000 | 176'000 | 176'609 | 176'609 | 230'517 CHF | 232'283 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 178'893 CHF | 180'486 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 160'000 | 160'000 | 160'533 | 160'533 | 182'711 CHF | 184'317 CHF | 99.83% | 99.83% |
10.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 189'209 CHF | 190'835 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 163'000 | 163'000 | 161'128 | 161'128 | 184'703 CHF | 186'316 CHF | 99.76% | 99.76% |
08.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 181'922 CHF | 183'525 CHF | 100.00% | 100.00% |
05.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 175'368 CHF | 176'948 CHF | 99.81% | 99.81% |
04.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 179'916 CHF | 181'512 CHF | 100.00% | 100.00% |
03.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 183'784 CHF | 185'392 CHF | 100.00% | 100.00% |
02.07.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 190'274 CHF | 191'903 CHF | 100.00% | 100.00% |