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 | 0.65% | 1.62 CHF | 1.63 CHF | 240'000 | 240'000 | 137'353 | 137'353 | 217'538 CHF | 218'918 CHF | 94.76% | 94.76% |
12.07.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 250'000 | 250'000 | 136'974 | 136'974 | 216'732 CHF | 218'107 CHF | 98.63% | 98.63% |
11.07.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 240'000 | 240'000 | 132'860 | 132'860 | 222'696 CHF | 224'030 CHF | 99.43% | 99.43% |
10.07.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 240'000 | 240'000 | 133'038 | 133'038 | 223'251 CHF | 224'587 CHF | 99.83% | 99.83% |
09.07.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 240'000 | 240'000 | 132'016 | 132'016 | 221'283 CHF | 222'610 CHF | 99.04% | 99.04% |
08.07.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 240'000 | 240'000 | 133'220 | 133'220 | 221'989 CHF | 223'328 CHF | 99.12% | 99.12% |
05.07.2024 | 0.64% | 1.68 CHF | 1.69 CHF | 240'000 | 240'000 | 132'316 | 132'316 | 215'370 CHF | 216'698 CHF | 96.53% | 96.53% |
04.07.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 120'000 | 120'000 | 109'516 | 109'516 | 175'001 CHF | 176'097 CHF | 99.82% | 99.82% |
03.07.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 240'000 | 240'000 | 135'363 | 135'363 | 213'950 CHF | 215'309 CHF | 100.00% | 100.00% |
02.07.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 250'000 | 250'000 | 137'639 | 137'639 | 210'530 CHF | 211'912 CHF | 99.98% | 99.98% |