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 | 0.82% | 1.33 CHF | 1.34 CHF | 430'000 | 430'000 | 149'824 | 149'824 | 192'789 CHF | 194'299 CHF | 99.35% | 99.35% |
12.07.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 430'000 | 430'000 | 150'579 | 150'579 | 192'517 CHF | 194'029 CHF | 99.86% | 99.86% |
11.07.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 430'000 | 430'000 | 149'524 | 149'524 | 201'477 CHF | 202'983 CHF | 99.73% | 99.73% |
10.07.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 430'000 | 430'000 | 147'161 | 147'161 | 207'964 CHF | 209'442 CHF | 99.48% | 99.48% |
09.07.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 410'000 | 410'000 | 145'899 | 145'899 | 210'729 CHF | 212'196 CHF | 99.85% | 99.85% |
08.07.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 410'000 | 410'000 | 146'342 | 146'342 | 209'394 CHF | 210'865 CHF | 99.76% | 99.76% |
05.07.2024 | 0.72% | 1.47 CHF | 1.48 CHF | 410'000 | 410'000 | 146'017 | 146'017 | 208'799 CHF | 210'263 CHF | 99.45% | 99.45% |
04.07.2024 | 1.00% | 1.41 CHF | 1.44 CHF | 45'000 | 45'000 | 69'698 | 69'698 | 98'410 CHF | 99'299 CHF | 99.50% | 99.50% |
03.07.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 410'000 | 410'000 | 146'310 | 146'310 | 205'827 CHF | 207'297 CHF | 99.95% | 99.95% |
02.07.2024 | 0.75% | 1.41 CHF | 1.42 CHF | 410'000 | 410'000 | 148'246 | 148'246 | 204'788 CHF | 206'277 CHF | 99.24% | 99.24% |