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 | 0.76% | 1.41 CHF | 1.42 CHF | 250'000 | 250'000 | 138'697 | 138'697 | 190'011 CHF | 191'404 CHF | 96.42% | 96.42% |
12.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 137'665 | 137'665 | 188'465 CHF | 189'848 CHF | 98.18% | 98.18% |
11.07.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 240'000 | 240'000 | 132'553 | 132'553 | 193'743 CHF | 195'073 CHF | 98.50% | 98.50% |
10.07.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 240'000 | 240'000 | 133'093 | 133'093 | 194'792 CHF | 196'129 CHF | 99.74% | 99.74% |
09.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 240'000 | 240'000 | 132'074 | 132'074 | 192'753 CHF | 194'082 CHF | 99.19% | 99.19% |
08.07.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 240'000 | 240'000 | 136'967 | 136'967 | 198'690 CHF | 200'067 CHF | 99.01% | 99.01% |
05.07.2024 | 0.73% | 1.47 CHF | 1.48 CHF | 240'000 | 240'000 | 135'161 | 135'161 | 190'946 CHF | 192'302 CHF | 95.85% | 95.85% |
04.07.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 130'000 | 130'000 | 114'343 | 114'343 | 158'197 CHF | 159'340 CHF | 97.65% | 97.65% |
03.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 137'648 | 137'648 | 187'951 CHF | 189'333 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 250'000 | 250'000 | 138'201 | 138'201 | 181'664 CHF | 183'052 CHF | 98.58% | 98.58% |