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 | 0.64% | 1.56 CHF | 1.57 CHF | 83'000 | 83'000 | 83'023 | 83'023 | 128'316 CHF | 129'146 CHF | 100.00% | 100.00% |
12.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 83'000 | 83'000 | 83'297 | 83'297 | 127'386 CHF | 128'219 CHF | 100.00% | 100.00% |
11.07.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 84'000 | 84'000 | 83'243 | 83'243 | 128'303 CHF | 129'136 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 83'000 | 83'000 | 83'483 | 83'483 | 127'388 CHF | 128'223 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 84'000 | 84'000 | 83'871 | 83'871 | 127'423 CHF | 128'262 CHF | 100.00% | 100.00% |
08.07.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 83'000 | 83'000 | 82'362 | 82'362 | 129'827 CHF | 130'651 CHF | 100.00% | 100.00% |
05.07.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 83'000 | 83'000 | 83'055 | 83'055 | 128'632 CHF | 129'463 CHF | 100.00% | 100.00% |
04.07.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 83'000 | 83'000 | 83'584 | 83'584 | 127'877 CHF | 128'713 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 85'000 | 85'000 | 84'828 | 84'828 | 125'778 CHF | 126'626 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 86'000 | 86'000 | 86'496 | 86'496 | 122'183 CHF | 123'048 CHF | 100.00% | 100.00% |