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 | 0.64% | 1.61 CHF | 1.62 CHF | 210'000 | 210'000 | 93'666 | 93'666 | 150'927 CHF | 151'868 CHF | 99.37% | 99.37% |
12.07.2024 | 0.67% | 1.60 CHF | 1.61 CHF | 210'000 | 210'000 | 93'541 | 93'541 | 145'476 CHF | 146'416 CHF | 100.00% | 100.00% |
11.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 210'000 | 210'000 | 85'437 | 85'437 | 139'209 CHF | 140'070 CHF | 100.00% | 100.00% |
10.07.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 210'000 | 210'000 | 92'772 | 92'772 | 148'616 CHF | 149'548 CHF | 100.00% | 100.00% |
09.07.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 210'000 | 210'000 | 94'467 | 94'467 | 150'093 CHF | 151'044 CHF | 96.45% | 96.45% |
08.07.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 210'000 | 210'000 | 93'399 | 93'399 | 146'418 CHF | 147'357 CHF | 99.86% | 99.86% |
05.07.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 210'000 | 210'000 | 86'369 | 86'369 | 139'999 CHF | 140'866 CHF | 98.22% | 98.22% |
04.07.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 60'000 | 60'000 | 54'630 | 54'630 | 91'894 CHF | 92'440 CHF | 98.93% | 98.93% |
03.07.2024 | 0.64% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 92'358 | 92'358 | 148'063 CHF | 148'990 CHF | 96.05% | 96.05% |
02.07.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 210'000 | 210'000 | 91'803 | 91'803 | 141'928 CHF | 142'850 CHF | 96.96% | 96.96% |