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 | 0.83% | 1.20 CHF | 1.21 CHF | 176'000 | 176'000 | 176'609 | 176'609 | 212'763 CHF | 214'529 CHF | 100.00% | 100.00% |
12.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 162'895 CHF | 164'488 CHF | 100.00% | 100.00% |
11.07.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 160'000 | 160'000 | 160'528 | 160'528 | 166'580 CHF | 168'186 CHF | 99.82% | 99.82% |
10.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 172'854 CHF | 174'481 CHF | 100.00% | 100.00% |
09.07.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 163'000 | 163'000 | 161'128 | 161'128 | 168'538 CHF | 170'152 CHF | 99.76% | 99.76% |
08.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 165'774 CHF | 167'377 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 159'522 CHF | 161'102 CHF | 99.81% | 99.81% |
04.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 163'903 CHF | 165'499 CHF | 100.00% | 100.00% |
03.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 167'638 CHF | 169'247 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 173'944 CHF | 175'574 CHF | 100.00% | 100.00% |