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 | 0.84% | 1.24 CHF | 1.25 CHF | 440'000 | 440'000 | 195'182 | 195'182 | 241'469 CHF | 243'433 CHF | 99.98% | 99.98% |
12.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 440'000 | 440'000 | 195'463 | 195'463 | 242'427 CHF | 244'391 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 440'000 | 440'000 | 193'827 | 193'827 | 253'535 CHF | 255'491 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 191'839 | 191'839 | 254'379 CHF | 256'306 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430'000 | 430'000 | 193'052 | 193'052 | 256'751 CHF | 258'693 CHF | 100.00% | 100.00% |
08.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430'000 | 430'000 | 193'175 | 193'175 | 257'001 CHF | 258'944 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430'000 | 430'000 | 193'541 | 193'541 | 255'262 CHF | 257'204 CHF | 99.44% | 99.44% |
04.07.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 180'000 | 180'000 | 142'828 | 142'828 | 187'199 CHF | 188'627 CHF | 97.90% | 97.90% |
03.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 187'616 | 187'616 | 249'981 CHF | 251'866 CHF | 97.08% | 97.08% |
02.07.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 430'000 | 430'000 | 189'962 | 189'962 | 245'773 CHF | 247'680 CHF | 97.98% | 97.98% |