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 | 0.73% | 1.41 CHF | 1.42 CHF | 310'000 | 310'000 | 137'942 | 137'942 | 192'601 CHF | 193'983 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300'000 | 300'000 | 136'222 | 136'222 | 188'325 CHF | 189'690 CHF | 100.00% | 100.00% |
11.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 305'000 | 305'000 | 137'203 | 137'203 | 191'734 CHF | 193'109 CHF | 99.81% | 99.81% |
10.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 310'000 | 310'000 | 137'726 | 137'726 | 194'293 CHF | 195'673 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300'000 | 300'000 | 136'287 | 136'287 | 189'151 CHF | 190'517 CHF | 99.74% | 99.74% |
08.07.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 305'000 | 305'000 | 133'331 | 133'331 | 181'547 CHF | 182'883 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 295'000 | 295'000 | 131'731 | 131'731 | 178'388 CHF | 179'708 CHF | 99.71% | 99.71% |
04.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 118'000 | 118'000 | 94'273 | 94'273 | 128'188 CHF | 129'131 CHF | 99.81% | 99.81% |
03.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 295'000 | 295'000 | 131'109 | 131'109 | 177'673 CHF | 178'987 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 290'000 | 290'000 | 130'226 | 130'226 | 175'544 CHF | 176'848 CHF | 100.00% | 100.00% |