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 | 0.96% | 1.05 CHF | 1.07 CHF | 30'000 | 30'000 | 189'791 | 189'791 | 203'411 CHF | 205'319 CHF | 98.95% | 98.95% |
12.07.2024 | 0.98% | 1.06 CHF | 1.08 CHF | 30'000 | 30'000 | 189'985 | 189'985 | 198'373 CHF | 200'283 CHF | 98.89% | 98.89% |
11.07.2024 | 0.98% | 1.02 CHF | 1.04 CHF | 30'000 | 30'000 | 190'415 | 190'415 | 199'710 CHF | 201'625 CHF | 98.93% | 98.93% |
10.07.2024 | 1.00% | 1.06 CHF | 1.08 CHF | 30'000 | 30'000 | 194'238 | 194'238 | 198'617 CHF | 200'569 CHF | 98.95% | 98.95% |
09.07.2024 | 0.99% | 1.03 CHF | 1.05 CHF | 30'000 | 30'000 | 192'475 | 192'475 | 200'399 CHF | 202'334 CHF | 98.72% | 98.72% |
08.07.2024 | 0.97% | 1.07 CHF | 1.09 CHF | 30'000 | 30'000 | 189'782 | 189'782 | 201'349 CHF | 203'257 CHF | 98.25% | 98.25% |
05.07.2024 | 0.98% | 1.06 CHF | 1.08 CHF | 30'000 | 30'000 | 190'169 | 190'169 | 199'597 CHF | 201'508 CHF | 98.94% | 98.94% |
04.07.2024 | 0.99% | 1.05 CHF | 1.07 CHF | 30'000 | 30'000 | 193'134 | 193'134 | 199'867 CHF | 201'808 CHF | 98.60% | 98.60% |
03.07.2024 | 0.97% | 1.01 CHF | 1.03 CHF | 30'000 | 30'000 | 190'892 | 190'892 | 201'780 CHF | 203'696 CHF | 98.35% | 98.35% |
02.07.2024 | 0.93% | 1.10 CHF | 1.12 CHF | 30'000 | 30'000 | 187'216 | 187'216 | 207'102 CHF | 208'983 CHF | 98.88% | 98.88% |