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 | 0.67% | 1.62 CHF | 1.63 CHF | 140'000 | 140'000 | 80'965 | 80'965 | 126'068 CHF | 126'881 CHF | 99.78% | 99.78% |
12.07.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 150'000 | 150'000 | 82'221 | 82'221 | 128'018 CHF | 128'843 CHF | 99.74% | 99.74% |
11.07.2024 | 0.59% | 1.60 CHF | 1.61 CHF | 140'000 | 140'000 | 78'417 | 78'417 | 134'819 CHF | 135'606 CHF | 99.79% | 99.79% |
10.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 140'000 | 140'000 | 78'521 | 78'521 | 135'136 CHF | 135'924 CHF | 99.96% | 99.96% |
09.07.2024 | 0.60% | 1.72 CHF | 1.73 CHF | 140'000 | 140'000 | 78'359 | 78'359 | 134'411 CHF | 135'199 CHF | 99.83% | 99.83% |
08.07.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 140'000 | 140'000 | 78'542 | 78'542 | 133'814 CHF | 134'603 CHF | 99.45% | 99.45% |
05.07.2024 | 0.64% | 1.73 CHF | 1.74 CHF | 140'000 | 140'000 | 78'479 | 78'479 | 127'913 CHF | 128'700 CHF | 99.26% | 99.26% |
04.07.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 70'000 | 70'000 | 64'683 | 64'683 | 101'899 CHF | 102'546 CHF | 100.00% | 100.00% |
03.07.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 140'000 | 140'000 | 80'375 | 80'375 | 124'019 CHF | 124'826 CHF | 100.00% | 100.00% |
02.07.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 150'000 | 150'000 | 82'078 | 82'078 | 119'597 CHF | 120'422 CHF | 100.00% | 100.00% |