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 | 0.95% | 1.04 CHF | 1.05 CHF | 205'000 | 205'000 | 204'050 | 204'050 | 213'693 CHF | 215'733 CHF | 100.00% | 100.00% |
12.07.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 215'768 CHF | 217'810 CHF | 100.00% | 100.00% |
11.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 205'000 | 205'000 | 205'094 | 205'094 | 218'433 CHF | 220'485 CHF | 100.00% | 100.00% |
10.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 205'000 | 205'000 | 204'156 | 204'156 | 213'840 CHF | 215'882 CHF | 100.00% | 100.00% |
09.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 237'882 CHF | 240'023 CHF | 100.00% | 100.00% |
08.07.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 236'134 CHF | 238'271 CHF | 100.00% | 100.00% |
05.07.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 215'000 | 215'000 | 214'479 | 214'479 | 241'058 CHF | 243'203 CHF | 99.81% | 99.81% |
04.07.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 220'000 | 220'000 | 222'528 | 222'528 | 259'551 CHF | 261'777 CHF | 99.49% | 99.49% |
03.07.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 225'000 | 225'000 | 221'056 | 221'056 | 256'812 CHF | 259'022 CHF | 99.35% | 99.35% |
02.07.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 225'000 | 225'000 | 229'162 | 229'162 | 275'251 CHF | 277'542 CHF | 99.43% | 99.43% |