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 | 0.80% | 1.19 CHF | 1.20 CHF | 152'000 | 152'000 | 149'653 | 149'653 | 186'102 CHF | 187'599 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 150'000 | 150'000 | 149'986 | 149'986 | 187'035 CHF | 188'535 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 152'000 | 152'000 | 150'031 | 150'031 | 183'056 CHF | 184'557 CHF | 99.99% | 99.99% |
10.07.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 152'000 | 152'000 | 153'876 | 153'876 | 168'853 CHF | 170'392 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 170'853 CHF | 172'393 CHF | 99.73% | 99.73% |
08.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 154'000 | 154'000 | 154'276 | 154'276 | 168'086 CHF | 169'629 CHF | 99.31% | 99.31% |
05.07.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 156'000 | 156'000 | 154'331 | 154'331 | 168'171 CHF | 169'715 CHF | 100.00% | 100.00% |
04.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 154'000 | 154'000 | 154'365 | 154'365 | 167'295 CHF | 168'838 CHF | 99.55% | 99.55% |
03.07.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 156'000 | 156'000 | 156'000 | 156'000 | 163'312 CHF | 164'872 CHF | 100.00% | 100.00% |
02.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 156'000 | 156'000 | 156'001 | 156'001 | 160'781 CHF | 162'341 CHF | 100.00% | 100.00% |