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 | 0.98% | 1.01 CHF | 1.02 CHF | 176'000 | 176'000 | 176'610 | 176'610 | 179'301 CHF | 181'067 CHF | 100.00% | 100.00% |
12.07.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 132'696 CHF | 134'289 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 160'529 | 160'529 | 136'152 CHF | 137'758 CHF | 99.83% | 99.83% |
10.07.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 142'041 CHF | 143'668 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 163'000 | 163'000 | 161'127 | 161'127 | 137'962 CHF | 139'575 CHF | 99.75% | 99.75% |
08.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 135'430 CHF | 137'033 CHF | 99.99% | 99.99% |
05.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 129'534 CHF | 131'114 CHF | 99.81% | 99.81% |
04.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 133'624 CHF | 135'220 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 137'127 CHF | 138'735 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 162'000 | 162'000 | 162'964 | 162'964 | 143'006 CHF | 144'636 CHF | 100.00% | 100.00% |