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 | 0.62% | 1.61 CHF | 1.62 CHF | 160'000 | 160'000 | 159'558 | 159'558 | 257'855 CHF | 259'451 CHF | 100.00% | 100.00% |
12.07.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 258'042 CHF | 259'635 CHF | 100.00% | 100.00% |
11.07.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 160'000 | 160'000 | 159'296 | 159'296 | 259'519 CHF | 261'113 CHF | 99.99% | 99.99% |
10.07.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 160'000 | 160'000 | 159'341 | 159'341 | 260'369 CHF | 261'963 CHF | 100.00% | 100.00% |
09.07.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 160'000 | 160'000 | 159'499 | 159'499 | 260'069 CHF | 261'664 CHF | 100.00% | 100.00% |
08.07.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 160'000 | 160'000 | 158'358 | 158'358 | 267'833 CHF | 269'416 CHF | 100.00% | 100.00% |
05.07.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 156'000 | 156'000 | 155'584 | 155'584 | 269'433 CHF | 270'989 CHF | 99.99% | 99.99% |
04.07.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 156'000 | 156'000 | 155'357 | 155'357 | 271'532 CHF | 273'085 CHF | 100.00% | 100.00% |
03.07.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 156'000 | 156'000 | 155'413 | 155'413 | 266'928 CHF | 268'483 CHF | 99.38% | 99.38% |
02.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 164'000 | 164'000 | 160'987 | 160'987 | 259'051 CHF | 260'661 CHF | 100.00% | 100.00% |