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 | 0.70% | 1.46 CHF | 1.47 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 143'821 CHF | 144'808 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 220'000 | 220'000 | 91'490 | 91'490 | 126'174 CHF | 127'091 CHF | 99.90% | 99.90% |
11.07.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 220'000 | 220'000 | 98'393 | 98'393 | 146'219 CHF | 147'205 CHF | 99.98% | 99.98% |
10.07.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 155'216 CHF | 156'202 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 220'000 | 220'000 | 98'414 | 98'414 | 161'356 CHF | 162'342 CHF | 100.00% | 100.00% |
08.07.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 220'000 | 220'000 | 98'420 | 98'420 | 164'756 CHF | 165'742 CHF | 100.00% | 100.00% |
05.07.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 220'000 | 220'000 | 97'945 | 97'945 | 160'291 CHF | 161'273 CHF | 99.61% | 99.61% |
04.07.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 113'126 CHF | 113'830 CHF | 100.00% | 100.00% |
03.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 160'818 CHF | 161'804 CHF | 100.00% | 100.00% |
02.07.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 220'000 | 220'000 | 98'596 | 98'596 | 171'090 CHF | 172'078 CHF | 100.00% | 100.00% |