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 | 0.68% | 1.47 CHF | 1.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 183'153 CHF | 184'403 CHF | 98.87% | 98.87% |
12.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 176'715 CHF | 177'965 CHF | 98.80% | 98.80% |
11.07.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 179'063 CHF | 180'313 CHF | 98.33% | 98.33% |
10.07.2024 | 0.70% | 1.33 CHF | 1.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 177'189 CHF | 178'439 CHF | 95.15% | 95.15% |
09.07.2024 | 0.66% | 1.43 CHF | 1.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 189'225 CHF | 190'475 CHF | 98.70% | 98.70% |
08.07.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 199'853 CHF | 201'103 CHF | 98.55% | 98.55% |
05.07.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 200'591 CHF | 201'841 CHF | 99.17% | 99.17% |
04.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 197'383 CHF | 198'633 CHF | 99.18% | 99.18% |
03.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 190'675 CHF | 191'925 CHF | 98.45% | 98.45% |
02.07.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 185'836 CHF | 187'086 CHF | 98.78% | 98.78% |