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 | 0.61% | 1.69 CHF | 1.70 CHF | 210'000 | 210'000 | 93'668 | 93'668 | 158'901 CHF | 159'841 CHF | 99.37% | 99.37% |
12.07.2024 | 0.63% | 1.69 CHF | 1.70 CHF | 210'000 | 210'000 | 93'546 | 93'546 | 153'531 CHF | 154'471 CHF | 100.00% | 100.00% |
11.07.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 210'000 | 210'000 | 84'265 | 84'265 | 144'607 CHF | 145'456 CHF | 100.00% | 100.00% |
10.07.2024 | 0.61% | 1.72 CHF | 1.73 CHF | 210'000 | 210'000 | 92'766 | 92'766 | 156'687 CHF | 157'619 CHF | 100.00% | 100.00% |
09.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 210'000 | 210'000 | 94'724 | 94'724 | 158'688 CHF | 159'641 CHF | 95.81% | 95.81% |
08.07.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 210'000 | 210'000 | 93'404 | 93'404 | 154'327 CHF | 155'266 CHF | 99.86% | 99.86% |
05.07.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 210'000 | 210'000 | 85'850 | 85'850 | 146'572 CHF | 147'433 CHF | 99.65% | 99.65% |
04.07.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 60'000 | 60'000 | 54'666 | 54'666 | 96'759 CHF | 97'306 CHF | 98.14% | 98.14% |
03.07.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 89'055 | 89'055 | 150'428 CHF | 151'322 CHF | 93.90% | 93.90% |
02.07.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 210'000 | 210'000 | 90'832 | 90'832 | 148'351 CHF | 149'263 CHF | 96.00% | 96.00% |