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 | 0.91% | 1.14 CHF | 1.15 CHF | 380'000 | 380'000 | 169'783 | 169'783 | 193'644 CHF | 195'352 CHF | 99.96% | 99.96% |
12.07.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 380'000 | 380'000 | 170'158 | 170'158 | 194'807 CHF | 196'516 CHF | 100.00% | 100.00% |
11.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 370'000 | 370'000 | 161'401 | 161'401 | 197'936 CHF | 199'564 CHF | 100.00% | 100.00% |
10.07.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 360'000 | 360'000 | 160'564 | 160'564 | 200'227 CHF | 201'840 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 360'000 | 360'000 | 160'336 | 160'336 | 200'813 CHF | 202'427 CHF | 100.00% | 100.00% |
08.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 360'000 | 360'000 | 160'451 | 160'451 | 201'407 CHF | 203'020 CHF | 100.00% | 100.00% |
05.07.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 370'000 | 370'000 | 167'465 | 167'465 | 207'854 CHF | 209'535 CHF | 99.81% | 99.81% |
04.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 150'000 | 150'000 | 123'517 | 123'517 | 152'175 CHF | 153'410 CHF | 98.16% | 98.16% |
03.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 360'000 | 360'000 | 158'661 | 158'661 | 199'344 CHF | 200'937 CHF | 98.90% | 98.90% |
02.07.2024 | 0.85% | 1.23 CHF | 1.24 CHF | 370'000 | 370'000 | 167'418 | 167'418 | 202'868 CHF | 204'549 CHF | 99.80% | 99.80% |