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 | 0.92% | 1.24 CHF | 1.25 CHF | 270'000 | 270'000 | 97'014 | 97'014 | 112'848 CHF | 113'825 CHF | 99.74% | 99.74% |
12.07.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 260'000 | 260'000 | 91'061 | 91'061 | 105'148 CHF | 106'063 CHF | 100.00% | 100.00% |
11.07.2024 | 0.79% | 1.20 CHF | 1.21 CHF | 250'000 | 250'000 | 86'290 | 86'290 | 109'653 CHF | 110'522 CHF | 100.00% | 100.00% |
10.07.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 250'000 | 250'000 | 85'330 | 85'330 | 117'867 CHF | 118'724 CHF | 100.00% | 100.00% |
09.07.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 240'000 | 240'000 | 84'308 | 84'308 | 121'306 CHF | 122'154 CHF | 100.00% | 100.00% |
08.07.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 240'000 | 240'000 | 84'338 | 84'338 | 119'606 CHF | 120'454 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 1.48 CHF | 1.49 CHF | 240'000 | 240'000 | 84'534 | 84'534 | 119'526 CHF | 120'374 CHF | 99.81% | 99.81% |
04.07.2024 | 1.03% | 1.38 CHF | 1.41 CHF | 25'000 | 25'000 | 39'315 | 39'315 | 54'191 CHF | 54'691 CHF | 99.49% | 99.49% |
03.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 84'544 | 84'544 | 115'832 CHF | 116'681 CHF | 100.00% | 100.00% |
02.07.2024 | 0.78% | 1.38 CHF | 1.39 CHF | 240'000 | 240'000 | 85'382 | 85'382 | 113'189 CHF | 114'046 CHF | 99.90% | 99.90% |