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 | 0.96% | 0.98 CHF | 0.99 CHF | 152'000 | 152'000 | 149'653 | 149'653 | 154'984 CHF | 156'481 CHF | 100.00% | 100.00% |
12.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 149'986 | 149'986 | 155'894 CHF | 157'394 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 152'000 | 152'000 | 150'031 | 150'031 | 151'826 CHF | 153'327 CHF | 100.00% | 100.00% |
10.07.2024 | 1.12% | 0.94 CHF | 0.95 CHF | 152'000 | 152'000 | 153'876 | 153'876 | 136'891 CHF | 138'430 CHF | 100.00% | 100.00% |
09.07.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 154'000 | 154'000 | 154'000 | 154'000 | 138'860 CHF | 140'400 CHF | 99.74% | 99.74% |
08.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 154'000 | 154'000 | 154'276 | 154'276 | 135'998 CHF | 137'540 CHF | 99.30% | 99.30% |
05.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 156'000 | 156'000 | 154'331 | 154'331 | 136'152 CHF | 137'696 CHF | 100.00% | 100.00% |
04.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 154'000 | 154'000 | 154'367 | 154'367 | 135'185 CHF | 136'729 CHF | 99.64% | 99.64% |
03.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 156'000 | 156'000 | 156'000 | 156'000 | 130'991 CHF | 132'551 CHF | 100.00% | 100.00% |
02.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 156'000 | 156'000 | 156'001 | 156'001 | 128'311 CHF | 129'871 CHF | 100.00% | 100.00% |