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 | 0.73% | 1.37 CHF | 1.38 CHF | 235'000 | 235'000 | 234'825 | 234'825 | 321'589 CHF | 323'937 CHF | 99.64% | 99.64% |
12.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 323'513 CHF | 325'875 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 238'887 | 238'887 | 331'017 CHF | 333'407 CHF | 99.99% | 99.99% |
10.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 340'613 CHF | 343'031 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 239'382 | 239'382 | 333'869 CHF | 336'262 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 330'711 CHF | 333'101 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 327'238 CHF | 329'623 CHF | 99.81% | 99.81% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 238'834 | 238'834 | 328'547 CHF | 330'935 CHF | 96.92% | 96.92% |
03.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 238'973 | 238'973 | 331'951 CHF | 334'341 CHF | 96.39% | 96.39% |
02.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 345'620 CHF | 348'060 CHF | 100.00% | 100.00% |