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 | 1.09% | 0.91 CHF | 0.92 CHF | 176'000 | 176'000 | 176'608 | 176'608 | 161'483 CHF | 163'249 CHF | 100.00% | 100.00% |
12.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 158'000 | 158'000 | 159'298 | 159'298 | 116'587 CHF | 118'180 CHF | 100.00% | 100.00% |
11.07.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 160'000 | 160'000 | 160'526 | 160'526 | 119'916 CHF | 121'522 CHF | 99.81% | 99.81% |
10.07.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 162'000 | 162'000 | 162'647 | 162'647 | 125'602 CHF | 127'229 CHF | 100.00% | 100.00% |
09.07.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 163'000 | 163'000 | 161'129 | 161'129 | 121'764 CHF | 123'378 CHF | 99.77% | 99.77% |
08.07.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 161'000 | 161'000 | 160'248 | 160'248 | 119'137 CHF | 120'739 CHF | 100.00% | 100.00% |
05.07.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 161'000 | 161'000 | 157'996 | 157'996 | 113'604 CHF | 115'184 CHF | 99.81% | 99.81% |
04.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 159'000 | 159'000 | 159'585 | 159'585 | 117'563 CHF | 119'159 CHF | 100.00% | 100.00% |
03.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 160'000 | 160'000 | 160'824 | 160'824 | 120'920 CHF | 122'528 CHF | 100.00% | 100.00% |
02.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 162'000 | 162'000 | 162'965 | 162'965 | 126'573 CHF | 128'203 CHF | 100.00% | 100.00% |