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 | 0.75% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 88'811 | 88'811 | 121'558 CHF | 122'447 CHF | 99.99% | 99.99% |
12.07.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 200'000 | 200'000 | 86'696 | 86'696 | 117'168 CHF | 118'044 CHF | 100.00% | 100.00% |
11.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 88'679 | 88'679 | 124'870 CHF | 125'759 CHF | 100.00% | 100.00% |
10.07.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 132'113 CHF | 133'034 CHF | 99.90% | 99.90% |
09.07.2024 | 0.86% | 1.45 CHF | 1.46 CHF | 210'000 | 210'000 | 89'109 | 89'109 | 129'173 CHF | 130'105 CHF | 99.73% | 99.73% |
08.07.2024 | 0.75% | 1.46 CHF | 1.47 CHF | 210'000 | 210'000 | 91'246 | 91'246 | 131'760 CHF | 132'702 CHF | 99.29% | 99.29% |
05.07.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 135'266 CHF | 136'201 CHF | 99.90% | 99.90% |
04.07.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82'000 | 82'000 | 66'105 | 66'105 | 95'605 CHF | 96'266 CHF | 99.57% | 99.57% |
03.07.2024 | 0.78% | 1.46 CHF | 1.47 CHF | 210'000 | 210'000 | 87'262 | 87'262 | 127'637 CHF | 128'575 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.49 CHF | 1.50 CHF | 210'000 | 210'000 | 93'645 | 93'645 | 139'236 CHF | 140'181 CHF | 100.00% | 100.00% |