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 | 0.94% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 135'098 | 135'098 | 147'537 CHF | 148'890 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 300'000 | 300'000 | 136'355 | 136'355 | 150'687 CHF | 152'053 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 305'000 | 305'000 | 137'545 | 137'545 | 154'606 CHF | 155'984 CHF | 99.82% | 99.82% |
10.07.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 305'000 | 305'000 | 136'847 | 136'847 | 153'735 CHF | 155'106 CHF | 100.00% | 100.00% |
09.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300'000 | 300'000 | 134'396 | 134'396 | 147'314 CHF | 148'661 CHF | 99.76% | 99.76% |
08.07.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 295'000 | 295'000 | 132'093 | 132'093 | 140'697 CHF | 142'020 CHF | 100.00% | 100.00% |
05.07.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295'000 | 295'000 | 130'758 | 130'758 | 139'489 CHF | 140'799 CHF | 99.81% | 99.81% |
04.07.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 116'000 | 116'000 | 93'151 | 93'151 | 98'789 CHF | 99'720 CHF | 99.98% | 99.98% |
03.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 130'001 | 130'001 | 137'645 CHF | 138'947 CHF | 99.98% | 99.98% |
02.07.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290'000 | 290'000 | 128'879 | 128'879 | 136'301 CHF | 137'593 CHF | 100.00% | 100.00% |