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 | 1.09% | 0.95 CHF | 0.96 CHF | 400'000 | 400'000 | 176'427 | 176'427 | 167'726 CHF | 169'502 CHF | 99.96% | 99.96% |
12.07.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 400'000 | 400'000 | 176'813 | 176'813 | 168'867 CHF | 170'643 CHF | 99.99% | 99.99% |
11.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 390'000 | 390'000 | 169'850 | 169'850 | 175'647 CHF | 177'360 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 380'000 | 380'000 | 169'404 | 169'404 | 178'161 CHF | 179'863 CHF | 100.00% | 100.00% |
09.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 380'000 | 380'000 | 169'760 | 169'760 | 179'794 CHF | 181'502 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 380'000 | 380'000 | 169'882 | 169'882 | 180'295 CHF | 182'003 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 380'000 | 380'000 | 172'811 | 172'811 | 181'411 CHF | 183'146 CHF | 99.82% | 99.82% |
04.07.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 160'000 | 160'000 | 128'182 | 128'182 | 133'487 CHF | 134'769 CHF | 98.30% | 98.30% |
03.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 380'000 | 380'000 | 169'174 | 169'174 | 179'887 CHF | 181'586 CHF | 99.66% | 99.66% |
02.07.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 380'000 | 380'000 | 172'258 | 172'258 | 175'996 CHF | 177'725 CHF | 99.87% | 99.87% |