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 | 0.76% | 1.30 CHF | 1.31 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 279'045 CHF | 281'186 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 282'227 CHF | 284'369 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 215'000 | 215'000 | 213'994 | 213'994 | 277'587 CHF | 279'728 CHF | 99.99% | 99.99% |
10.07.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 215'000 | 215'000 | 214'125 | 214'125 | 277'425 CHF | 279'566 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 220'000 | 220'000 | 216'033 | 216'033 | 275'333 CHF | 277'493 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 283'255 CHF | 285'396 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 280'593 CHF | 282'734 CHF | 100.00% | 100.00% |
04.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 277'777 CHF | 279'918 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 215'000 | 215'000 | 216'963 | 216'963 | 275'212 CHF | 277'382 CHF | 100.00% | 100.00% |
02.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 272'352 CHF | 274'543 CHF | 100.00% | 100.00% |