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 | 0.78% | 1.30 CHF | 1.31 CHF | 114'000 | 114'000 | 113'481 | 113'481 | 145'478 CHF | 146'613 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 112'000 | 112'000 | 111'525 | 111'525 | 136'512 CHF | 137'628 CHF | 99.99% | 99.99% |
11.07.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 112'000 | 112'000 | 113'307 | 113'307 | 144'902 CHF | 146'036 CHF | 99.99% | 99.99% |
10.07.2024 | 0.73% | 1.31 CHF | 1.32 CHF | 114'000 | 114'000 | 115'903 | 115'903 | 159'154 CHF | 160'313 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 118'000 | 118'000 | 116'883 | 116'883 | 163'941 CHF | 165'109 CHF | 100.00% | 100.00% |
08.07.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 118'000 | 118'000 | 117'466 | 117'466 | 165'019 CHF | 166'194 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 118'000 | 118'000 | 115'872 | 115'872 | 158'785 CHF | 159'943 CHF | 99.81% | 99.81% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 116'000 | 116'000 | 115'890 | 115'890 | 160'269 CHF | 161'428 CHF | 99.49% | 99.49% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 116'000 | 116'000 | 115'519 | 115'519 | 156'092 CHF | 157'247 CHF | 99.35% | 99.35% |
02.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 118'000 | 118'000 | 117'470 | 117'470 | 165'369 CHF | 166'543 CHF | 99.99% | 99.99% |