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 | 0.70% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 88'822 | 88'822 | 130'296 CHF | 131'185 CHF | 100.00% | 100.00% |
12.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 86'696 | 86'696 | 125'613 CHF | 126'490 CHF | 100.00% | 100.00% |
11.07.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 88'680 | 88'680 | 133'577 CHF | 134'466 CHF | 100.00% | 100.00% |
10.07.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 141'124 CHF | 142'045 CHF | 99.90% | 99.90% |
09.07.2024 | 0.81% | 1.55 CHF | 1.56 CHF | 210'000 | 210'000 | 89'107 | 89'107 | 138'029 CHF | 138'961 CHF | 99.74% | 99.74% |
08.07.2024 | 0.71% | 1.55 CHF | 1.56 CHF | 210'000 | 210'000 | 91'237 | 91'237 | 140'612 CHF | 141'553 CHF | 99.31% | 99.31% |
05.07.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 144'388 CHF | 145'323 CHF | 99.90% | 99.90% |
04.07.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 82'000 | 82'000 | 66'094 | 66'094 | 102'093 CHF | 102'754 CHF | 99.65% | 99.65% |
03.07.2024 | 0.73% | 1.56 CHF | 1.57 CHF | 210'000 | 210'000 | 87'262 | 87'262 | 136'210 CHF | 137'148 CHF | 100.00% | 100.00% |
02.07.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 210'000 | 210'000 | 93'645 | 93'645 | 148'452 CHF | 149'397 CHF | 100.00% | 100.00% |