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 | 190'000 | 190'000 | 190'000 | 190'000 | 257'386 CHF | 259'286 CHF | 100.00% | 100.00% |
12.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 260'748 CHF | 262'648 CHF | 100.00% | 100.00% |
11.07.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 199'872 | 199'872 | 287'090 CHF | 289'090 CHF | 100.00% | 100.00% |
10.07.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 288'866 CHF | 290'866 CHF | 100.00% | 100.00% |
09.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 197'452 | 197'452 | 281'308 CHF | 283'282 CHF | 99.99% | 99.99% |
08.07.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 263'241 CHF | 265'141 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 259'097 CHF | 260'997 CHF | 99.81% | 99.81% |
04.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 258'577 CHF | 260'477 CHF | 99.49% | 99.49% |
03.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 259'315 CHF | 261'215 CHF | 99.37% | 99.37% |
02.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 200'000 | 200'000 | 191'399 | 191'399 | 267'462 CHF | 269'376 CHF | 100.00% | 100.00% |