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 | 0.69% | 1.44 CHF | 1.45 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 307'506 CHF | 309'647 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 310'542 CHF | 312'683 CHF | 100.00% | 100.00% |
11.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 215'000 | 215'000 | 213'991 | 213'991 | 306'406 CHF | 308'547 CHF | 100.00% | 100.00% |
10.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 215'000 | 215'000 | 214'125 | 214'125 | 305'555 CHF | 307'696 CHF | 100.00% | 100.00% |
09.07.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 220'000 | 220'000 | 216'033 | 216'033 | 303'900 CHF | 306'060 CHF | 100.00% | 100.00% |
08.07.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 311'790 CHF | 313'931 CHF | 99.99% | 99.99% |
05.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 309'527 CHF | 311'668 CHF | 100.00% | 100.00% |
04.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 306'251 CHF | 308'392 CHF | 100.00% | 100.00% |
03.07.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 215'000 | 215'000 | 216'962 | 216'962 | 303'832 CHF | 306'001 CHF | 100.00% | 100.00% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 301'630 CHF | 303'821 CHF | 100.00% | 100.00% |