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 | 0.81% | 1.22 CHF | 1.23 CHF | 175'000 | 175'000 | 178'607 | 178'607 | 219'395 CHF | 221'181 CHF | 100.00% | 100.00% |
12.07.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 175'000 | 175'000 | 176'956 | 176'956 | 216'364 CHF | 218'134 CHF | 100.00% | 100.00% |
11.07.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 175'000 | 175'000 | 174'853 | 174'853 | 210'905 CHF | 212'654 CHF | 99.82% | 99.82% |
10.07.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 175'000 | 175'000 | 172'435 | 172'435 | 203'677 CHF | 205'402 CHF | 100.00% | 100.00% |
09.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 175'000 | 175'000 | 170'741 | 170'741 | 199'979 CHF | 201'686 CHF | 99.77% | 99.77% |
08.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 195'083 CHF | 196'776 CHF | 100.00% | 100.00% |
05.07.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 169'312 | 169'312 | 196'927 CHF | 198'620 CHF | 99.80% | 99.80% |
04.07.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 172'382 | 172'382 | 203'560 CHF | 205'284 CHF | 100.00% | 100.00% |
03.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 173'980 | 173'980 | 207'640 CHF | 209'380 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 219'023 CHF | 220'816 CHF | 100.00% | 100.00% |