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 | 0.92% | 1.12 CHF | 1.13 CHF | 310'000 | 310'000 | 137'942 | 137'942 | 152'714 CHF | 154'095 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 136'223 | 136'223 | 148'897 CHF | 150'261 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 305'000 | 305'000 | 137'229 | 137'229 | 152'001 CHF | 153'376 CHF | 99.83% | 99.83% |
10.07.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 310'000 | 310'000 | 137'730 | 137'730 | 154'300 CHF | 155'680 CHF | 100.00% | 100.00% |
09.07.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 136'284 | 136'284 | 149'607 CHF | 150'972 CHF | 99.74% | 99.74% |
08.07.2024 | 0.95% | 1.10 CHF | 1.11 CHF | 305'000 | 305'000 | 133'334 | 133'334 | 142'905 CHF | 144'240 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295'000 | 295'000 | 131'737 | 131'737 | 140'141 CHF | 141'460 CHF | 99.71% | 99.71% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 118'000 | 118'000 | 94'274 | 94'274 | 100'784 CHF | 101'726 CHF | 99.81% | 99.81% |
03.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295'000 | 295'000 | 131'109 | 131'109 | 139'588 CHF | 140'902 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 130'228 | 130'228 | 137'665 CHF | 138'970 CHF | 100.00% | 100.00% |