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 | 0.80% | 1.26 CHF | 1.27 CHF | 230'000 | 230'000 | 227'406 | 227'406 | 288'899 CHF | 291'176 CHF | 95.40% | 95.40% |
12.07.2024 | 0.83% | 1.28 CHF | 1.29 CHF | 230'000 | 230'000 | 227'656 | 227'656 | 278'535 CHF | 280'814 CHF | 99.18% | 99.18% |
11.07.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 230'000 | 230'000 | 227'685 | 227'685 | 277'691 CHF | 279'971 CHF | 99.85% | 99.85% |
10.07.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 230'000 | 230'000 | 228'553 | 228'553 | 275'179 CHF | 277'467 CHF | 100.00% | 100.00% |
09.07.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 240'000 | 240'000 | 227'950 | 227'950 | 280'235 CHF | 282'523 CHF | 99.23% | 99.23% |
08.07.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 230'000 | 230'000 | 227'288 | 227'288 | 293'434 CHF | 295'714 CHF | 99.98% | 99.98% |
05.07.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 230'000 | 230'000 | 226'389 | 226'389 | 293'957 CHF | 296'230 CHF | 97.07% | 97.07% |
04.07.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 227'622 | 227'622 | 282'686 CHF | 284'964 CHF | 97.75% | 97.75% |
03.07.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 240'000 | 240'000 | 237'586 | 237'586 | 292'865 CHF | 295'244 CHF | 100.00% | 100.00% |
02.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 240'000 | 240'000 | 236'632 | 236'632 | 279'254 CHF | 281'623 CHF | 99.94% | 99.94% |