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 | 0.83% | 1.19 CHF | 1.20 CHF | 205'000 | 205'000 | 204'050 | 204'050 | 244'227 CHF | 246'268 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 246'071 CHF | 248'112 CHF | 100.00% | 100.00% |
11.07.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 205'000 | 205'000 | 205'092 | 205'092 | 248'764 CHF | 250'816 CHF | 100.00% | 100.00% |
10.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 205'000 | 205'000 | 204'156 | 204'156 | 243'802 CHF | 245'843 CHF | 100.00% | 100.00% |
09.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 269'556 CHF | 271'697 CHF | 100.00% | 100.00% |
08.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 267'606 CHF | 269'743 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 215'000 | 215'000 | 214'476 | 214'476 | 272'829 CHF | 274'973 CHF | 99.81% | 99.81% |
04.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 220'000 | 220'000 | 223'037 | 223'037 | 292'786 CHF | 295'017 CHF | 89.84% | 89.84% |
03.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 225'000 | 225'000 | 221'016 | 221'016 | 289'417 CHF | 291'627 CHF | 98.32% | 98.32% |
02.07.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 308'742 CHF | 311'033 CHF | 99.43% | 99.43% |