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 | 0.75% | 1.33 CHF | 1.34 CHF | 235'000 | 235'000 | 234'827 | 234'827 | 312'551 CHF | 314'899 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 314'648 CHF | 317'010 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 240'000 | 240'000 | 238'883 | 238'883 | 321'813 CHF | 324'203 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 331'419 CHF | 333'837 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 324'797 CHF | 327'191 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 321'654 CHF | 324'044 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 318'069 CHF | 320'455 CHF | 99.81% | 99.81% |
04.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 238'845 | 238'845 | 319'584 CHF | 321'973 CHF | 99.49% | 99.49% |
03.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 322'789 CHF | 325'179 CHF | 99.35% | 99.35% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 336'335 CHF | 338'775 CHF | 100.00% | 100.00% |