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 | 0.85% | 1.25 CHF | 1.26 CHF | 210'000 | 210'000 | 119'334 | 119'334 | 144'278 CHF | 145'476 CHF | 98.86% | 98.86% |
12.07.2024 | 1.01% | 1.12 CHF | 1.13 CHF | 220'000 | 220'000 | 121'154 | 121'154 | 125'012 CHF | 126'229 CHF | 99.99% | 99.99% |
11.07.2024 | 0.93% | 0.96 CHF | 0.97 CHF | 210'000 | 210'000 | 109'240 | 109'240 | 120'006 CHF | 121'108 CHF | 99.99% | 99.99% |
10.07.2024 | 0.99% | 1.08 CHF | 1.09 CHF | 210'000 | 210'000 | 118'979 | 118'979 | 124'795 CHF | 125'990 CHF | 99.90% | 99.90% |
09.07.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 220'000 | 220'000 | 121'112 | 121'112 | 119'813 CHF | 121'031 CHF | 99.43% | 99.43% |
08.07.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 230'000 | 230'000 | 124'832 | 124'832 | 117'938 CHF | 119'193 CHF | 100.00% | 100.00% |
05.07.2024 | 1.26% | 0.89 CHF | 0.90 CHF | 240'000 | 240'000 | 136'531 | 136'531 | 112'714 CHF | 114'084 CHF | 99.35% | 99.35% |
04.07.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 130'000 | 130'000 | 113'968 | 113'968 | 89'928 CHF | 91'068 CHF | 99.50% | 99.50% |
03.07.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 260'000 | 260'000 | 143'412 | 143'412 | 108'366 CHF | 109'806 CHF | 99.35% | 99.35% |
02.07.2024 | 1.53% | 0.77 CHF | 0.78 CHF | 280'000 | 280'000 | 156'997 | 156'997 | 107'303 CHF | 108'880 CHF | 100.00% | 100.00% |