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 | 0.85% | 1.28 CHF | 1.29 CHF | 160'000 | 160'000 | 90'513 | 90'513 | 110'580 CHF | 111'489 CHF | 99.97% | 99.97% |
12.07.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 160'000 | 160'000 | 90'528 | 90'528 | 110'623 CHF | 111'532 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 1.26 CHF | 1.27 CHF | 150'000 | 150'000 | 83'071 | 83'071 | 113'759 CHF | 114'594 CHF | 99.98% | 99.98% |
10.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 150'000 | 150'000 | 83'076 | 83'076 | 113'857 CHF | 114'691 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 150'000 | 150'000 | 82'958 | 82'958 | 113'327 CHF | 114'161 CHF | 99.94% | 99.94% |
08.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 150'000 | 150'000 | 83'036 | 83'036 | 112'438 CHF | 113'273 CHF | 99.74% | 99.74% |
05.07.2024 | 0.81% | 1.37 CHF | 1.38 CHF | 150'000 | 150'000 | 88'715 | 88'715 | 113'921 CHF | 114'812 CHF | 99.69% | 99.69% |
04.07.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 80'000 | 80'000 | 74'683 | 74'683 | 92'256 CHF | 93'002 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 160'000 | 160'000 | 89'609 | 89'609 | 108'114 CHF | 109'014 CHF | 99.99% | 99.99% |
02.07.2024 | 0.91% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 95'000 | 95'000 | 107'412 CHF | 108'366 CHF | 99.99% | 99.99% |