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 | 0.70% | 1.49 CHF | 1.50 CHF | 120'000 | 120'000 | 114'660 | 114'660 | 172'723 CHF | 173'876 CHF | 99.07% | 99.07% |
12.07.2024 | 0.72% | 1.52 CHF | 1.53 CHF | 120'000 | 120'000 | 118'789 | 118'789 | 168'151 CHF | 169'340 CHF | 99.68% | 99.68% |
11.07.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 120'000 | 120'000 | 118'618 | 118'618 | 167'017 CHF | 168'204 CHF | 99.58% | 99.58% |
10.07.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 120'000 | 120'000 | 119'664 | 119'664 | 165'347 CHF | 166'544 CHF | 99.89% | 99.89% |
09.07.2024 | 0.71% | 1.34 CHF | 1.35 CHF | 120'000 | 120'000 | 118'536 | 118'536 | 169'774 CHF | 170'963 CHF | 99.24% | 99.24% |
08.07.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 120'000 | 120'000 | 118'590 | 118'590 | 184'665 CHF | 185'854 CHF | 99.85% | 99.85% |
05.07.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 120'000 | 120'000 | 118'682 | 118'682 | 186'082 CHF | 187'271 CHF | 98.19% | 98.19% |
04.07.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 118'837 | 118'837 | 173'302 CHF | 174'492 CHF | 99.71% | 99.71% |
03.07.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 120'000 | 120'000 | 118'793 | 118'793 | 171'314 CHF | 172'503 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 130'000 | 130'000 | 127'839 | 127'839 | 171'867 CHF | 173'147 CHF | 99.92% | 99.92% |