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 | 0.75% | 1.32 CHF | 1.33 CHF | 175'000 | 175'000 | 178'607 | 178'607 | 237'231 CHF | 239'017 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 175'000 | 175'000 | 176'957 | 176'957 | 233'981 CHF | 235'750 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 175'000 | 175'000 | 174'848 | 174'848 | 228'349 CHF | 230'098 CHF | 99.83% | 99.83% |
10.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175'000 | 175'000 | 172'435 | 172'435 | 220'746 CHF | 222'470 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 175'000 | 175'000 | 170'741 | 170'741 | 216'941 CHF | 218'648 CHF | 99.77% | 99.77% |
08.07.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 211'961 CHF | 213'654 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 169'312 | 169'312 | 213'777 CHF | 215'471 CHF | 99.81% | 99.81% |
04.07.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 172'383 | 172'383 | 220'665 CHF | 222'388 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 170'000 | 170'000 | 173'980 | 173'980 | 224'972 CHF | 226'711 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 179'258 | 179'258 | 236'686 CHF | 238'478 CHF | 100.00% | 100.00% |