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 | 0.74% | 1.36 CHF | 1.37 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 134'715 CHF | 135'701 CHF | 100.00% | 100.00% |
12.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 220'000 | 220'000 | 91'492 | 91'492 | 117'721 CHF | 118'637 CHF | 99.90% | 99.90% |
11.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 137'242 CHF | 138'228 CHF | 99.99% | 99.99% |
10.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 220'000 | 220'000 | 98'466 | 98'466 | 146'168 CHF | 147'154 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 152'271 CHF | 153'257 CHF | 100.00% | 100.00% |
08.07.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 155'584 CHF | 156'570 CHF | 100.00% | 100.00% |
05.07.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 220'000 | 220'000 | 97'960 | 97'960 | 151'190 CHF | 152'173 CHF | 99.63% | 99.63% |
04.07.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 106'666 CHF | 107'370 CHF | 100.00% | 100.00% |
03.07.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 151'641 CHF | 152'627 CHF | 100.00% | 100.00% |
02.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 220'000 | 220'000 | 98'595 | 98'595 | 161'950 CHF | 162'938 CHF | 100.00% | 100.00% |