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 | 0.86% | 1.16 CHF | 1.17 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 133'227 CHF | 134'372 CHF | 100.00% | 100.00% |
12.07.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 115'000 | 115'000 | 114'526 | 114'526 | 132'768 CHF | 133'913 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 115'000 | 115'000 | 114'458 | 114'458 | 127'461 CHF | 128'607 CHF | 99.98% | 99.98% |
10.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 115'000 | 115'000 | 119'472 | 119'472 | 128'310 CHF | 129'504 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 127'445 CHF | 128'640 CHF | 100.00% | 100.00% |
08.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 120'000 | 120'000 | 119'330 | 119'330 | 130'582 CHF | 131'776 CHF | 99.99% | 99.99% |
05.07.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 119'401 | 119'401 | 129'461 CHF | 130'655 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 129'004 CHF | 130'199 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 123'497 CHF | 124'692 CHF | 100.00% | 100.00% |
02.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 120'000 | 120'000 | 119'505 | 119'505 | 120'491 CHF | 121'686 CHF | 100.00% | 100.00% |