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 | 0.84% | 1.19 CHF | 1.20 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 345'763 CHF | 348'663 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 362'542 CHF | 365'482 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300'000 | 300'000 | 299'837 | 299'837 | 377'672 CHF | 380'672 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 392'212 CHF | 395'212 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 310'000 | 310'000 | 305'572 | 305'572 | 404'044 CHF | 407'103 CHF | 99.77% | 99.77% |
08.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 415'790 CHF | 418'890 CHF | 99.28% | 99.28% |
05.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 310'000 | 310'000 | 305'929 | 305'929 | 405'134 CHF | 408'194 CHF | 100.00% | 100.00% |
04.07.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 420'650 CHF | 423'750 CHF | 99.61% | 99.61% |
03.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 392'241 CHF | 395'242 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 389'592 CHF | 392'592 CHF | 100.00% | 100.00% |