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% | 1.24 CHF | 1.25 CHF | 205'000 | 205'000 | 204'050 | 204'050 | 252'531 CHF | 254'571 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 254'760 CHF | 256'801 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 205'000 | 205'000 | 205'089 | 205'089 | 257'722 CHF | 259'774 CHF | 99.99% | 99.99% |
10.07.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 205'000 | 205'000 | 204'156 | 204'156 | 252'851 CHF | 254'893 CHF | 100.00% | 100.00% |
09.07.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 278'680 CHF | 280'821 CHF | 100.00% | 100.00% |
08.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 277'026 CHF | 279'163 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 215'000 | 215'000 | 214'479 | 214'479 | 281'931 CHF | 284'076 CHF | 99.81% | 99.81% |
04.07.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 220'000 | 220'000 | 222'528 | 222'528 | 302'054 CHF | 304'279 CHF | 99.49% | 99.49% |
03.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 225'000 | 225'000 | 221'058 | 221'058 | 299'274 CHF | 301'484 CHF | 99.36% | 99.36% |
02.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 318'950 CHF | 321'242 CHF | 99.43% | 99.43% |