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% | 1.42 CHF | 1.43 CHF | 175'000 | 175'000 | 178'607 | 178'607 | 255'243 CHF | 257'029 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 175'000 | 175'000 | 176'957 | 176'957 | 251'924 CHF | 253'693 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 175'000 | 175'000 | 174'847 | 174'847 | 245'929 CHF | 247'678 CHF | 99.82% | 99.82% |
10.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 175'000 | 175'000 | 172'436 | 172'436 | 238'239 CHF | 239'963 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 175'000 | 175'000 | 170'741 | 170'741 | 234'146 CHF | 235'854 CHF | 99.77% | 99.77% |
08.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 228'958 CHF | 230'650 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 170'000 | 170'000 | 169'312 | 169'312 | 230'838 CHF | 232'531 CHF | 99.81% | 99.81% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 170'000 | 170'000 | 172'382 | 172'382 | 238'081 CHF | 239'805 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 170'000 | 170'000 | 173'980 | 173'980 | 242'460 CHF | 244'199 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 254'798 CHF | 256'591 CHF | 100.00% | 100.00% |