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 | 0.66% | 1.55 CHF | 1.56 CHF | 220'000 | 220'000 | 98'407 | 98'407 | 152'779 CHF | 153'765 CHF | 100.00% | 100.00% |
12.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 220'000 | 220'000 | 91'488 | 91'488 | 134'531 CHF | 135'447 CHF | 99.90% | 99.90% |
11.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 220'000 | 220'000 | 98'410 | 98'410 | 155'207 CHF | 156'193 CHF | 99.98% | 99.98% |
10.07.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 220'000 | 220'000 | 98'457 | 98'457 | 164'263 CHF | 165'249 CHF | 100.00% | 100.00% |
09.07.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 220'000 | 220'000 | 98'415 | 98'415 | 170'326 CHF | 171'312 CHF | 100.00% | 100.00% |
08.07.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 173'752 CHF | 174'738 CHF | 100.00% | 100.00% |
05.07.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 220'000 | 220'000 | 97'959 | 97'959 | 169'252 CHF | 170'235 CHF | 99.63% | 99.63% |
04.07.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 119'614 CHF | 120'318 CHF | 100.00% | 100.00% |
03.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 169'912 CHF | 170'898 CHF | 100.00% | 100.00% |
02.07.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 220'000 | 220'000 | 98'595 | 98'595 | 180'215 CHF | 181'202 CHF | 100.00% | 100.00% |