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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 230'000 | 230'000 | 101'418 | 101'418 | 177'047 CHF | 178'066 CHF | 92.44% | 92.44% |
11.07.2024 | 0.51% | 1.88 CHF | 1.89 CHF | 220'000 | 220'000 | 98'035 | 98'035 | 193'827 CHF | 194'812 CHF | 97.10% | 97.10% |
10.07.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 220'000 | 220'000 | 100'151 | 100'151 | 199'143 CHF | 200'149 CHF | 99.23% | 99.23% |
09.07.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 220'000 | 220'000 | 96'917 | 96'917 | 193'526 CHF | 194'502 CHF | 97.31% | 97.31% |
08.07.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 220'000 | 220'000 | 98'772 | 98'772 | 200'836 CHF | 201'828 CHF | 98.13% | 98.13% |
05.07.2024 | 0.56% | 1.99 CHF | 2.00 CHF | 220'000 | 220'000 | 103'268 | 103'268 | 192'606 CHF | 193'644 CHF | 88.78% | 88.78% |
04.07.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 90'000 | 90'000 | 74'453 | 74'453 | 134'878 CHF | 135'622 CHF | 97.20% | 97.20% |
03.07.2024 | 0.64% | 1.80 CHF | 1.81 CHF | 230'000 | 230'000 | 104'514 | 104'514 | 188'993 CHF | 190'052 CHF | 96.84% | 96.84% |
02.07.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 230'000 | 230'000 | 104'938 | 104'938 | 183'246 CHF | 184'301 CHF | 99.96% | 99.96% |
01.07.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 230'000 | 230'000 | 104'928 | 104'928 | 182'758 CHF | 183'812 CHF | 100.00% | 100.00% |