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 | 0.83% | 1.20 CHF | 1.21 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 347'061 CHF | 349'961 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 364'271 CHF | 367'211 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300'000 | 300'000 | 299'834 | 299'834 | 378'934 CHF | 381'934 CHF | 99.99% | 99.99% |
10.07.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300'000 | 300'000 | 300'013 | 300'013 | 393'642 CHF | 396'642 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 310'000 | 310'000 | 305'573 | 305'573 | 405'018 CHF | 408'077 CHF | 99.74% | 99.74% |
08.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 416'733 CHF | 419'833 CHF | 99.32% | 99.32% |
05.07.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 310'000 | 310'000 | 305'930 | 305'930 | 406'271 CHF | 409'330 CHF | 100.00% | 100.00% |
04.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 421'294 CHF | 424'394 CHF | 99.66% | 99.66% |
03.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 392'935 CHF | 395'936 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 390'678 CHF | 393'678 CHF | 100.00% | 100.00% |