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% | 1.15 CHF | 1.16 CHF | 230'000 | 230'000 | 100'110 | 100'110 | 115'064 CHF | 116'069 CHF | 99.98% | 99.98% |
12.07.2024 | 0.91% | 1.22 CHF | 1.23 CHF | 230'000 | 230'000 | 100'111 | 100'111 | 114'539 CHF | 115'544 CHF | 100.00% | 100.00% |
11.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 230'000 | 230'000 | 99'542 | 99'542 | 116'026 CHF | 117'030 CHF | 100.00% | 100.00% |
10.07.2024 | 0.96% | 1.15 CHF | 1.16 CHF | 240'000 | 240'000 | 103'343 | 103'343 | 114'848 CHF | 115'888 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 240'000 | 240'000 | 104'428 | 104'428 | 111'217 CHF | 112'268 CHF | 99.70% | 99.70% |
08.07.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 112'200 | 112'200 | 111'565 CHF | 112'692 CHF | 99.74% | 99.74% |
05.07.2024 | 1.22% | 0.93 CHF | 0.94 CHF | 270'000 | 270'000 | 120'509 | 120'509 | 103'106 CHF | 104'318 CHF | 99.38% | 99.38% |
04.07.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 84'214 | 84'214 | 68'096 CHF | 68'938 CHF | 97.59% | 97.59% |
03.07.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 280'000 | 280'000 | 120'503 | 120'503 | 96'707 CHF | 97'916 CHF | 98.16% | 98.16% |
02.07.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 310'000 | 310'000 | 133'492 | 133'492 | 92'775 CHF | 94'116 CHF | 99.88% | 99.88% |