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 | 0.80% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 237'945 CHF | 239'845 CHF | 100.00% | 100.00% |
12.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 241'344 CHF | 243'244 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 199'882 | 199'882 | 266'574 CHF | 268'574 CHF | 100.00% | 100.00% |
10.07.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 268'002 CHF | 270'002 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 197'451 | 197'451 | 260'826 CHF | 262'800 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 243'766 CHF | 245'666 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 239'366 CHF | 241'266 CHF | 99.82% | 99.82% |
04.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 239'293 CHF | 241'193 CHF | 99.50% | 99.50% |
03.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 240'005 CHF | 241'905 CHF | 99.35% | 99.35% |
02.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 247'947 CHF | 249'861 CHF | 100.00% | 100.00% |