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 | 0.90% | 1.17 CHF | 1.18 CHF | 295'000 | 295'000 | 163'475 | 163'475 | 185'849 CHF | 187'486 CHF | 99.08% | 99.08% |
12.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 300'000 | 300'000 | 164'020 | 164'020 | 186'372 CHF | 188'016 CHF | 99.09% | 99.09% |
11.07.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 295'000 | 295'000 | 160'406 | 160'406 | 194'150 CHF | 195'758 CHF | 99.21% | 99.21% |
10.07.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 159'611 | 159'611 | 193'668 CHF | 195'268 CHF | 99.83% | 99.83% |
09.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 290'000 | 290'000 | 159'651 | 159'651 | 193'194 CHF | 194'794 CHF | 99.82% | 99.82% |
08.07.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 290'000 | 290'000 | 161'459 | 161'459 | 194'212 CHF | 195'829 CHF | 99.34% | 99.34% |
05.07.2024 | 0.87% | 1.22 CHF | 1.23 CHF | 290'000 | 290'000 | 161'583 | 161'583 | 189'295 CHF | 190'913 CHF | 99.38% | 99.38% |
04.07.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 148'000 | 148'000 | 132'073 | 132'073 | 151'468 CHF | 152'789 CHF | 99.94% | 99.94% |
03.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 295'000 | 295'000 | 163'054 | 163'054 | 184'814 CHF | 186'447 CHF | 99.50% | 99.50% |
02.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 300'000 | 300'000 | 165'016 | 165'016 | 180'114 CHF | 181'767 CHF | 99.74% | 99.74% |