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 | 0.88% | 1.25 CHF | 1.26 CHF | 430'000 | 430'000 | 150'294 | 150'294 | 180'637 CHF | 182'151 CHF | 99.66% | 99.66% |
12.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 430'000 | 430'000 | 150'429 | 150'429 | 179'575 CHF | 181'086 CHF | 100.00% | 100.00% |
11.07.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 430'000 | 430'000 | 149'993 | 149'993 | 189'216 CHF | 190'727 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 148'028 | 148'028 | 196'515 CHF | 198'002 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 410'000 | 410'000 | 147'717 | 147'717 | 200'738 CHF | 202'224 CHF | 97.32% | 97.32% |
08.07.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 410'000 | 410'000 | 145'787 | 145'787 | 196'312 CHF | 197'776 CHF | 99.67% | 99.67% |
05.07.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 410'000 | 410'000 | 146'033 | 146'033 | 196'240 CHF | 197'704 CHF | 99.35% | 99.35% |
04.07.2024 | 1.07% | 1.33 CHF | 1.36 CHF | 45'000 | 45'000 | 69'698 | 69'698 | 92'398 CHF | 93'288 CHF | 99.32% | 99.32% |
03.07.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 410'000 | 410'000 | 146'306 | 146'306 | 193'254 CHF | 194'724 CHF | 99.89% | 99.89% |
02.07.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 410'000 | 410'000 | 147'695 | 147'695 | 191'505 CHF | 192'988 CHF | 99.73% | 99.73% |