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% | 1.27 CHF | 1.28 CHF | 220'000 | 220'000 | 98'407 | 98'407 | 125'718 CHF | 126'704 CHF | 100.00% | 100.00% |
12.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 220'000 | 220'000 | 91'476 | 91'476 | 109'393 CHF | 110'309 CHF | 99.88% | 99.88% |
11.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 128'173 CHF | 129'160 CHF | 99.99% | 99.99% |
10.07.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 220'000 | 220'000 | 98'466 | 98'466 | 137'174 CHF | 138'160 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 143'209 CHF | 144'195 CHF | 100.00% | 100.00% |
08.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 146'606 CHF | 147'592 CHF | 100.00% | 100.00% |
05.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 220'000 | 220'000 | 97'959 | 97'959 | 142'269 CHF | 143'251 CHF | 99.63% | 99.63% |
04.07.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 100'211 CHF | 100'915 CHF | 100.00% | 100.00% |
03.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 142'624 CHF | 143'610 CHF | 100.00% | 100.00% |
02.07.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 220'000 | 220'000 | 98'595 | 98'595 | 152'872 CHF | 153'859 CHF | 100.00% | 100.00% |