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% | 1.50 CHF | 1.51 CHF | 310'000 | 310'000 | 137'943 | 137'943 | 205'212 CHF | 206'594 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 136'217 | 136'217 | 200'748 CHF | 202'113 CHF | 100.00% | 100.00% |
11.07.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 305'000 | 305'000 | 137'204 | 137'204 | 204'157 CHF | 205'532 CHF | 99.81% | 99.81% |
10.07.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 310'000 | 310'000 | 137'723 | 137'723 | 207'003 CHF | 208'383 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300'000 | 300'000 | 138'727 | 138'727 | 205'265 CHF | 206'655 CHF | 95.80% | 95.80% |
08.07.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 305'000 | 305'000 | 133'334 | 133'334 | 193'714 CHF | 195'050 CHF | 100.00% | 100.00% |
05.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 295'000 | 295'000 | 131'725 | 131'725 | 190'615 CHF | 191'934 CHF | 99.70% | 99.70% |
04.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 118'000 | 118'000 | 94'273 | 94'273 | 136'712 CHF | 137'655 CHF | 99.81% | 99.81% |
03.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295'000 | 295'000 | 131'106 | 131'106 | 189'653 CHF | 190'966 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 290'000 | 290'000 | 130'227 | 130'227 | 187'738 CHF | 189'043 CHF | 100.00% | 100.00% |