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 | 0.90% | 1.13 CHF | 1.14 CHF | 390'000 | 390'000 | 384'856 | 384'856 | 427'129 CHF | 430'977 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 412'587 CHF | 416'382 CHF | 100.00% | 100.00% |
11.07.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 390'000 | 390'000 | 385'150 | 385'150 | 426'344 CHF | 430'199 CHF | 100.00% | 100.00% |
10.07.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 390'000 | 390'000 | 399'257 | 399'257 | 474'267 CHF | 478'260 CHF | 100.00% | 100.00% |
09.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 474'428 CHF | 478'412 CHF | 99.74% | 99.74% |
08.07.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 390'000 | 390'000 | 389'326 | 389'326 | 442'143 CHF | 446'037 CHF | 99.32% | 99.32% |
05.07.2024 | 0.89% | 1.14 CHF | 1.15 CHF | 390'000 | 390'000 | 388'728 | 388'728 | 434'447 CHF | 438'334 CHF | 100.00% | 100.00% |
04.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 443'655 CHF | 447'540 CHF | 99.63% | 99.63% |
03.07.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 448'237 CHF | 452'148 CHF | 100.00% | 100.00% |
02.07.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 473'609 CHF | 477'617 CHF | 99.38% | 99.38% |