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 | 0.99% | 1.00 CHF | 1.01 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 214'179 CHF | 216'320 CHF | 100.00% | 100.00% |
12.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 217'574 CHF | 219'715 CHF | 100.00% | 100.00% |
11.07.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 215'000 | 215'000 | 213'971 | 213'971 | 213'402 CHF | 215'543 CHF | 99.99% | 99.99% |
10.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 215'000 | 215'000 | 214'124 | 214'124 | 212'919 CHF | 215'060 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 220'000 | 220'000 | 216'031 | 216'031 | 210'271 CHF | 212'431 CHF | 100.00% | 100.00% |
08.07.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 219'160 CHF | 221'301 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 216'509 CHF | 218'650 CHF | 100.00% | 100.00% |
04.07.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 213'242 CHF | 215'383 CHF | 100.00% | 100.00% |
03.07.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 215'000 | 215'000 | 216'963 | 216'963 | 210'229 CHF | 212'399 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 220'000 | 220'000 | 219'091 | 219'091 | 206'911 CHF | 209'102 CHF | 100.00% | 100.00% |