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 | 0.87% | 1.17 CHF | 1.18 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 115'829 CHF | 116'816 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 91'478 | 91'478 | 100'211 CHF | 101'127 CHF | 99.90% | 99.90% |
11.07.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 220'000 | 220'000 | 98'396 | 98'396 | 118'226 CHF | 119'212 CHF | 99.97% | 99.97% |
10.07.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 127'183 CHF | 128'169 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 133'255 CHF | 134'241 CHF | 100.00% | 100.00% |
08.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 136'718 CHF | 137'704 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 220'000 | 220'000 | 97'958 | 97'958 | 132'349 CHF | 133'331 CHF | 99.63% | 99.63% |
04.07.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 93'065 CHF | 93'769 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 132'691 CHF | 133'676 CHF | 100.00% | 100.00% |
02.07.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 220'000 | 220'000 | 98'595 | 98'595 | 142'856 CHF | 143'844 CHF | 100.00% | 100.00% |