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 | 1.17% | 0.85 CHF | 0.86 CHF | 205'000 | 205'000 | 204'048 | 204'048 | 172'971 CHF | 175'011 CHF | 99.82% | 99.82% |
12.07.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 175'167 CHF | 177'209 CHF | 100.00% | 100.00% |
11.07.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 205'000 | 205'000 | 205'081 | 205'081 | 178'005 CHF | 180'057 CHF | 99.99% | 99.99% |
10.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 173'417 CHF | 175'459 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 195'317 CHF | 197'458 CHF | 100.00% | 100.00% |
08.07.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 194'143 CHF | 196'280 CHF | 100.00% | 100.00% |
05.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 215'000 | 215'000 | 214'477 | 214'477 | 198'415 CHF | 200'560 CHF | 99.82% | 99.82% |
04.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 220'000 | 220'000 | 222'529 | 222'529 | 215'304 CHF | 217'530 CHF | 99.50% | 99.50% |
03.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 225'000 | 225'000 | 222'228 | 222'228 | 214'659 CHF | 216'881 CHF | 85.92% | 85.92% |
02.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 229'871 CHF | 232'163 CHF | 99.43% | 99.43% |