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 | 0.94% | 1.04 CHF | 1.05 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 238'938 CHF | 53'597 CHF | 99.16% | 99.16% |
12.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 244'162 CHF | 54'758 CHF | 99.17% | 99.17% |
11.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 239'036 CHF | 53'619 CHF | 99.17% | 99.17% |
10.07.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 242'431 CHF | 54'374 CHF | 99.16% | 99.16% |
09.07.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 238'476 CHF | 53'495 CHF | 99.17% | 99.17% |
08.07.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 228'118 CHF | 51'193 CHF | 99.15% | 99.15% |
05.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 215'384 CHF | 48'363 CHF | 98.84% | 98.84% |
04.07.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 202'754 CHF | 45'557 CHF | 99.00% | 99.00% |
03.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 225'000 | 50'000 | 225'000 | 50'000 | 146'186 CHF | 32'986 CHF | 99.16% | 99.16% |
02.07.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 225'000 | 50'000 | 232'811 | 50'000 | 141'584 CHF | 30'951 CHF | 99.16% | 99.16% |