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 | 0.93% | 1.07 CHF | 1.09 CHF | 30'000 | 30'000 | 189'791 | 189'791 | 208'666 CHF | 210'573 CHF | 98.95% | 98.95% |
12.07.2024 | 0.96% | 1.09 CHF | 1.11 CHF | 30'000 | 30'000 | 189'985 | 189'985 | 203'505 CHF | 205'414 CHF | 98.89% | 98.89% |
11.07.2024 | 0.96% | 1.04 CHF | 1.06 CHF | 30'000 | 30'000 | 190'408 | 190'408 | 204'908 CHF | 206'823 CHF | 98.93% | 98.93% |
10.07.2024 | 0.98% | 1.08 CHF | 1.10 CHF | 30'000 | 30'000 | 194'238 | 194'238 | 203'966 CHF | 205'918 CHF | 98.95% | 98.95% |
09.07.2024 | 0.96% | 1.06 CHF | 1.08 CHF | 30'000 | 30'000 | 192'475 | 192'475 | 205'498 CHF | 207'432 CHF | 98.71% | 98.71% |
08.07.2024 | 0.94% | 1.10 CHF | 1.12 CHF | 30'000 | 30'000 | 189'781 | 189'781 | 206'655 CHF | 208'563 CHF | 98.23% | 98.23% |
05.07.2024 | 0.95% | 1.09 CHF | 1.11 CHF | 30'000 | 30'000 | 190'167 | 190'167 | 204'788 CHF | 206'699 CHF | 98.94% | 98.94% |
04.07.2024 | 0.97% | 1.08 CHF | 1.10 CHF | 30'000 | 30'000 | 193'129 | 193'129 | 204'980 CHF | 206'920 CHF | 98.53% | 98.53% |
03.07.2024 | 0.94% | 1.04 CHF | 1.06 CHF | 30'000 | 30'000 | 190'892 | 190'892 | 206'928 CHF | 208'845 CHF | 98.35% | 98.35% |
02.07.2024 | 0.91% | 1.13 CHF | 1.15 CHF | 30'000 | 30'000 | 187'215 | 187'215 | 212'042 CHF | 213'923 CHF | 98.84% | 98.84% |