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 | 0.93% | 1.07 CHF | 1.08 CHF | 205'000 | 205'000 | 204'047 | 204'047 | 217'971 CHF | 220'012 CHF | 99.78% | 99.78% |
12.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 205'000 | 205'000 | 204'153 | 204'153 | 220'156 CHF | 222'198 CHF | 99.74% | 99.74% |
11.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 205'000 | 205'000 | 205'098 | 205'098 | 223'193 CHF | 225'245 CHF | 99.48% | 99.48% |
10.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 205'000 | 205'000 | 204'154 | 204'154 | 218'312 CHF | 220'354 CHF | 99.74% | 99.74% |
09.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 242'375 CHF | 244'516 CHF | 99.86% | 99.86% |
08.07.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 240'991 CHF | 243'128 CHF | 99.99% | 99.99% |
05.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 215'000 | 215'000 | 214'459 | 214'459 | 245'513 CHF | 247'657 CHF | 99.01% | 99.01% |
04.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 220'000 | 220'000 | 222'533 | 222'533 | 264'265 CHF | 266'490 CHF | 98.72% | 98.72% |
03.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 225'000 | 225'000 | 221'020 | 221'020 | 261'812 CHF | 264'022 CHF | 97.97% | 97.97% |
02.07.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 225'000 | 225'000 | 229'162 | 229'162 | 280'095 CHF | 282'387 CHF | 99.43% | 99.43% |