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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 132'741 CHF | 134'334 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 160'526 | 160'526 | 136'183 CHF | 137'789 CHF | 99.82% | 99.82% |
10.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 142'016 CHF | 143'643 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 163'000 | 163'000 | 161'129 | 161'129 | 137'982 CHF | 139'596 CHF | 99.73% | 99.73% |
08.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 135'487 CHF | 137'089 CHF | 99.99% | 99.99% |
05.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 129'573 CHF | 131'153 CHF | 99.81% | 99.81% |
04.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 133'660 CHF | 135'256 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 137'148 CHF | 138'757 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 142'989 CHF | 144'618 CHF | 100.00% | 100.00% |
01.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 161'353 | 161'353 | 138'626 CHF | 140'240 CHF | 89.29% | 89.29% |