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 | 255'149 CHF | 256'935 CHF | 100.00% | 100.00% |
12.07.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 175'000 | 175'000 | 176'957 | 176'957 | 251'784 CHF | 253'553 CHF | 100.00% | 100.00% |
11.07.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 175'000 | 175'000 | 174'849 | 174'849 | 245'870 CHF | 247'620 CHF | 99.67% | 99.67% |
10.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 175'000 | 175'000 | 172'435 | 172'435 | 238'147 CHF | 239'871 CHF | 100.00% | 100.00% |
09.07.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 175'000 | 175'000 | 170'757 | 170'757 | 234'161 CHF | 235'869 CHF | 97.63% | 97.63% |
08.07.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 228'946 CHF | 230'639 CHF | 100.00% | 100.00% |
05.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 170'000 | 170'000 | 169'312 | 169'312 | 230'811 CHF | 232'504 CHF | 99.81% | 99.81% |
04.07.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 170'000 | 170'000 | 172'382 | 172'382 | 238'032 CHF | 239'756 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 170'000 | 170'000 | 173'980 | 173'980 | 242'425 CHF | 244'165 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 254'618 CHF | 256'411 CHF | 100.00% | 100.00% |