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 | 0.89% | 1.12 CHF | 1.13 CHF | 235'000 | 235'000 | 234'827 | 234'827 | 263'387 CHF | 265'735 CHF | 100.00% | 100.00% |
12.07.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 235'000 | 235'000 | 236'274 | 236'274 | 265'220 CHF | 267'583 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 240'000 | 240'000 | 238'889 | 238'889 | 271'941 CHF | 274'331 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 281'142 CHF | 283'560 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 274'801 CHF | 277'195 CHF | 100.00% | 100.00% |
08.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 271'931 CHF | 274'321 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 268'175 CHF | 270'560 CHF | 99.81% | 99.81% |
04.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 240'000 | 240'000 | 238'844 | 238'844 | 269'671 CHF | 272'059 CHF | 99.49% | 99.49% |
03.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 272'782 CHF | 275'172 CHF | 99.35% | 99.35% |
02.07.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 285'709 CHF | 288'149 CHF | 100.00% | 100.00% |