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 | 200'000 | 200'000 | 88'822 | 88'822 | 112'697 CHF | 113'587 CHF | 100.00% | 100.00% |
12.07.2024 | 0.83% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 108'510 CHF | 109'387 CHF | 100.00% | 100.00% |
11.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 88'680 | 88'680 | 116'005 CHF | 116'894 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 122'908 CHF | 123'829 CHF | 99.90% | 99.90% |
09.07.2024 | 0.93% | 1.35 CHF | 1.36 CHF | 210'000 | 210'000 | 89'105 | 89'105 | 120'247 CHF | 121'179 CHF | 99.74% | 99.74% |
08.07.2024 | 0.81% | 1.36 CHF | 1.37 CHF | 210'000 | 210'000 | 91'243 | 91'243 | 122'605 CHF | 123'546 CHF | 99.29% | 99.29% |
05.07.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 125'915 CHF | 126'851 CHF | 99.90% | 99.90% |
04.07.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 82'000 | 82'000 | 66'104 | 66'104 | 88'977 CHF | 89'638 CHF | 99.57% | 99.57% |
03.07.2024 | 0.84% | 1.36 CHF | 1.37 CHF | 210'000 | 210'000 | 87'262 | 87'262 | 118'851 CHF | 119'789 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 210'000 | 210'000 | 93'634 | 93'634 | 129'757 CHF | 130'701 CHF | 99.99% | 99.99% |