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 | 0.79% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 88'823 | 88'823 | 115'456 CHF | 116'346 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 111'225 CHF | 112'102 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 88'672 | 88'672 | 118'795 CHF | 119'683 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 205'000 | 205'000 | 91'702 | 91'702 | 125'747 CHF | 126'668 CHF | 99.90% | 99.90% |
09.07.2024 | 0.91% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 89'159 | 89'159 | 123'051 CHF | 123'983 CHF | 99.65% | 99.65% |
08.07.2024 | 0.79% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 91'238 | 91'238 | 125'452 CHF | 126'394 CHF | 99.31% | 99.31% |
05.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 128'801 CHF | 129'736 CHF | 99.90% | 99.90% |
04.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 82'000 | 82'000 | 66'104 | 66'104 | 91'030 CHF | 91'691 CHF | 99.57% | 99.57% |
03.07.2024 | 0.82% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 121'575 CHF | 122'513 CHF | 100.00% | 100.00% |
02.07.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 132'657 CHF | 133'602 CHF | 100.00% | 100.00% |