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 | 0.95% | 1.04 CHF | 1.05 CHF | 235'000 | 235'000 | 234'826 | 234'826 | 245'743 CHF | 248'092 CHF | 99.53% | 99.53% |
12.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 235'000 | 235'000 | 236'266 | 236'266 | 247'230 CHF | 249'592 CHF | 99.82% | 99.82% |
11.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 240'000 | 240'000 | 238'870 | 238'870 | 254'100 CHF | 256'490 CHF | 99.01% | 99.01% |
10.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 241'776 | 241'776 | 262'738 CHF | 265'156 CHF | 98.83% | 98.83% |
09.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 239'379 | 239'379 | 256'790 CHF | 259'184 CHF | 99.59% | 99.59% |
08.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 240'000 | 240'000 | 239'008 | 239'008 | 253'944 CHF | 256'334 CHF | 99.82% | 99.82% |
05.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 238'559 | 238'559 | 250'422 CHF | 252'808 CHF | 99.56% | 99.56% |
04.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 240'000 | 240'000 | 238'849 | 238'849 | 251'639 CHF | 254'027 CHF | 98.79% | 98.79% |
03.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 240'000 | 240'000 | 238'988 | 238'988 | 254'991 CHF | 257'381 CHF | 97.78% | 97.78% |
02.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 267'356 CHF | 269'796 CHF | 100.00% | 100.00% |