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 | 0.93% | 1.11 CHF | 1.12 CHF | 300'000 | 300'000 | 135'100 | 135'100 | 148'788 CHF | 150'141 CHF | 100.00% | 100.00% |
12.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 136'258 | 136'258 | 151'648 CHF | 153'013 CHF | 99.94% | 99.94% |
11.07.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 305'000 | 305'000 | 137'510 | 137'510 | 155'855 CHF | 157'233 CHF | 99.84% | 99.84% |
10.07.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 305'000 | 305'000 | 136'850 | 136'850 | 155'019 CHF | 156'390 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300'000 | 300'000 | 134'463 | 134'463 | 148'667 CHF | 150'014 CHF | 99.66% | 99.66% |
08.07.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 295'000 | 295'000 | 132'099 | 132'099 | 141'978 CHF | 143'301 CHF | 100.00% | 100.00% |
05.07.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 295'000 | 295'000 | 130'763 | 130'763 | 140'710 CHF | 142'020 CHF | 99.81% | 99.81% |
04.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 116'000 | 116'000 | 93'153 | 93'153 | 99'722 CHF | 100'654 CHF | 99.98% | 99.98% |
03.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 290'000 | 290'000 | 130'006 | 130'006 | 138'873 CHF | 140'175 CHF | 99.98% | 99.98% |
02.07.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 290'000 | 290'000 | 128'882 | 128'882 | 137'378 CHF | 138'670 CHF | 100.00% | 100.00% |