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 | 0.73% | 1.44 CHF | 1.45 CHF | 295'000 | 295'000 | 164'374 | 164'374 | 231'503 CHF | 233'150 CHF | 99.97% | 99.97% |
12.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300'000 | 300'000 | 164'951 | 164'951 | 232'309 CHF | 233'962 CHF | 99.99% | 99.99% |
11.07.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 295'000 | 295'000 | 160'934 | 160'934 | 238'517 CHF | 240'130 CHF | 99.83% | 99.83% |
10.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 290'000 | 290'000 | 159'836 | 159'836 | 237'372 CHF | 238'974 CHF | 100.00% | 100.00% |
09.07.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 290'000 | 290'000 | 159'833 | 159'833 | 237'229 CHF | 238'830 CHF | 99.96% | 99.96% |
08.07.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 290'000 | 290'000 | 161'313 | 161'313 | 237'830 CHF | 239'446 CHF | 99.83% | 99.83% |
05.07.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 290'000 | 290'000 | 161'748 | 161'748 | 233'756 CHF | 235'376 CHF | 99.84% | 99.84% |
04.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 148'000 | 148'000 | 132'083 | 132'083 | 187'571 CHF | 188'892 CHF | 100.00% | 100.00% |
03.07.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 295'000 | 295'000 | 163'426 | 163'426 | 229'937 CHF | 231'574 CHF | 99.80% | 99.80% |
02.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 300'000 | 300'000 | 165'372 | 165'372 | 225'697 CHF | 227'354 CHF | 100.00% | 100.00% |