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 | 0.89% | 1.20 CHF | 1.21 CHF | 250'000 | 250'000 | 141'795 | 141'795 | 164'597 CHF | 166'021 CHF | 97.68% | 97.68% |
12.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 260'000 | 260'000 | 142'910 | 142'910 | 165'916 CHF | 167'351 CHF | 95.99% | 95.99% |
11.07.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 250'000 | 250'000 | 137'452 | 137'452 | 171'986 CHF | 173'365 CHF | 98.82% | 98.82% |
10.07.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 137'609 | 137'609 | 172'441 CHF | 173'822 CHF | 99.74% | 99.74% |
09.07.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 136'707 | 136'707 | 170'789 CHF | 172'164 CHF | 99.31% | 99.31% |
08.07.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 137'678 | 137'678 | 170'872 CHF | 172'255 CHF | 99.25% | 99.25% |
05.07.2024 | 0.86% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 137'793 | 137'793 | 165'904 CHF | 167'287 CHF | 93.64% | 93.64% |
04.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 130'000 | 130'000 | 114'289 | 114'289 | 134'204 CHF | 135'347 CHF | 98.32% | 98.32% |
03.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 139'221 | 139'221 | 160'935 CHF | 162'333 CHF | 100.00% | 100.00% |
02.07.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 260'000 | 260'000 | 145'268 | 145'268 | 160'636 CHF | 162'095 CHF | 99.55% | 99.55% |