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 | 0.84% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 88'810 | 88'810 | 107'346 CHF | 108'236 CHF | 99.99% | 99.99% |
12.07.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 103'298 CHF | 104'175 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 88'681 | 88'681 | 110'629 CHF | 111'518 CHF | 100.00% | 100.00% |
10.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 117'333 CHF | 118'254 CHF | 99.90% | 99.90% |
09.07.2024 | 0.97% | 1.29 CHF | 1.30 CHF | 210'000 | 210'000 | 89'157 | 89'157 | 114'941 CHF | 115'874 CHF | 99.65% | 99.65% |
08.07.2024 | 0.85% | 1.30 CHF | 1.31 CHF | 210'000 | 210'000 | 91'238 | 91'238 | 117'029 CHF | 117'970 CHF | 99.31% | 99.31% |
05.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 120'218 CHF | 121'154 CHF | 99.90% | 99.90% |
04.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 82'000 | 82'000 | 66'095 | 66'095 | 84'933 CHF | 85'594 CHF | 99.64% | 99.64% |
03.07.2024 | 0.88% | 1.30 CHF | 1.31 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 113'452 CHF | 114'390 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 210'000 | 210'000 | 93'645 | 93'645 | 124'026 CHF | 124'971 CHF | 100.00% | 100.00% |