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 | 0.83% | 1.27 CHF | 1.28 CHF | 295'000 | 295'000 | 164'175 | 164'175 | 202'992 CHF | 204'637 CHF | 99.55% | 99.55% |
12.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300'000 | 300'000 | 164'105 | 164'105 | 202'768 CHF | 204'413 CHF | 99.27% | 99.27% |
11.07.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 295'000 | 295'000 | 160'281 | 160'281 | 209'840 CHF | 211'446 CHF | 99.05% | 99.05% |
10.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 290'000 | 290'000 | 159'570 | 159'570 | 209'540 CHF | 211'139 CHF | 99.80% | 99.80% |
09.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 290'000 | 290'000 | 159'519 | 159'519 | 208'895 CHF | 210'493 CHF | 99.72% | 99.72% |
08.07.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 290'000 | 290'000 | 161'374 | 161'374 | 210'093 CHF | 211'709 CHF | 99.03% | 99.03% |
05.07.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 290'000 | 290'000 | 161'485 | 161'485 | 205'199 CHF | 206'816 CHF | 99.19% | 99.19% |
04.07.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 148'000 | 148'000 | 132'083 | 132'083 | 164'643 CHF | 165'964 CHF | 100.00% | 100.00% |
03.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 295'000 | 295'000 | 163'195 | 163'195 | 201'264 CHF | 202'899 CHF | 99.60% | 99.60% |
02.07.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 164'945 | 164'945 | 196'535 CHF | 198'187 CHF | 99.68% | 99.68% |