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 | 0.67% | 1.58 CHF | 1.59 CHF | 240'000 | 240'000 | 135'825 | 135'825 | 209'578 CHF | 210'942 CHF | 98.17% | 98.17% |
12.07.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 250'000 | 250'000 | 136'682 | 136'682 | 210'720 CHF | 212'092 CHF | 99.55% | 99.55% |
11.07.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 240'000 | 240'000 | 132'973 | 132'973 | 217'425 CHF | 218'760 CHF | 99.85% | 99.85% |
10.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 240'000 | 240'000 | 132'979 | 132'979 | 217'715 CHF | 219'050 CHF | 99.86% | 99.86% |
09.07.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 240'000 | 240'000 | 131'713 | 131'713 | 215'407 CHF | 216'731 CHF | 98.80% | 98.80% |
08.07.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 240'000 | 240'000 | 133'067 | 133'067 | 216'279 CHF | 217'616 CHF | 99.36% | 99.36% |
05.07.2024 | 0.65% | 1.64 CHF | 1.65 CHF | 240'000 | 240'000 | 131'654 | 131'654 | 208'690 CHF | 210'011 CHF | 97.00% | 97.00% |
04.07.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 120'000 | 120'000 | 109'520 | 109'520 | 170'444 CHF | 171'539 CHF | 99.76% | 99.76% |
03.07.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 240'000 | 240'000 | 135'360 | 135'360 | 208'232 CHF | 209'592 CHF | 100.00% | 100.00% |
02.07.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 250'000 | 250'000 | 137'805 | 137'805 | 204'704 CHF | 206'088 CHF | 99.61% | 99.61% |