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 | 0.92% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 199'449 | 199'449 | 216'712 CHF | 218'707 CHF | 99.99% | 99.99% |
12.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 217'496 CHF | 219'487 CHF | 100.00% | 100.00% |
11.07.2024 | 0.91% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 199'117 | 199'117 | 218'573 CHF | 220'565 CHF | 100.00% | 100.00% |
10.07.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 219'602 CHF | 221'594 CHF | 100.00% | 100.00% |
09.07.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 199'375 | 199'375 | 219'256 CHF | 221'250 CHF | 100.00% | 100.00% |
08.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 197'948 | 197'948 | 227'390 CHF | 229'370 CHF | 100.00% | 100.00% |
05.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 195'000 | 195'000 | 194'479 | 194'479 | 229'539 CHF | 231'484 CHF | 99.99% | 99.99% |
04.07.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 231'841 CHF | 233'783 CHF | 100.00% | 100.00% |
03.07.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 227'081 CHF | 229'023 CHF | 99.38% | 99.38% |
02.07.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 205'000 | 205'000 | 201'234 | 201'234 | 218'355 CHF | 220'367 CHF | 100.00% | 100.00% |