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 | 237'720 CHF | 239'506 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 175'000 | 175'000 | 176'954 | 176'954 | 234'728 CHF | 236'497 CHF | 99.86% | 99.86% |
11.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 175'000 | 175'000 | 174'850 | 174'850 | 228'742 CHF | 230'492 CHF | 99.82% | 99.82% |
10.07.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175'000 | 175'000 | 172'436 | 172'436 | 221'356 CHF | 223'080 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 175'000 | 175'000 | 170'741 | 170'741 | 217'589 CHF | 219'297 CHF | 99.73% | 99.73% |
08.07.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 212'342 CHF | 214'035 CHF | 100.00% | 100.00% |
05.07.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'312 | 169'312 | 214'604 CHF | 216'297 CHF | 99.81% | 99.81% |
04.07.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170'000 | 170'000 | 172'382 | 172'382 | 221'361 CHF | 223'085 CHF | 100.00% | 100.00% |
03.07.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 170'000 | 170'000 | 173'980 | 173'980 | 225'566 CHF | 227'306 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 180'000 | 180'000 | 179'257 | 179'257 | 237'416 CHF | 239'209 CHF | 100.00% | 100.00% |