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 | 0.74% | 1.42 CHF | 1.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 303'539 CHF | 101'930 CHF | 96.05% | 98.93% |
12.07.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 305'568 CHF | 102'606 CHF | 99.24% | 99.24% |
11.07.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 314'500 CHF | 105'583 CHF | 3.28% | 98.89% |
10.07.2024 | - | 1.51 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.22% |
09.07.2024 | - | 1.51 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.00% |
08.07.2024 | 0.69% | 1.49 CHF | 1.48 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 326'948 CHF | 109'733 CHF | 5.49% | 99.29% |
05.07.2024 | 0.71% | 1.52 CHF | 1.49 CHF | 225'000 | 75'000 | 225'491 | 75'164 | 314'957 CHF | 105'737 CHF | 80.55% | 99.42% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 225'000 | 75'000 | 275'269 | 91'756 | 381'050 CHF | 127'934 CHF | 99.57% | 99.57% |
03.07.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 408'416 CHF | 137'139 CHF | 99.42% | 99.42% |
02.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 381'975 CHF | 128'325 CHF | 99.51% | 99.51% |