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% | 1.32 CHF | 1.33 CHF | 260'000 | 260'000 | 147'660 | 147'660 | 190'029 CHF | 191'512 CHF | 100.00% | 100.00% |
12.07.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 270'000 | 270'000 | 148'925 | 148'925 | 191'533 CHF | 193'029 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 260'000 | 260'000 | 145'261 | 145'261 | 199'528 CHF | 200'986 CHF | 99.88% | 99.88% |
10.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 260'000 | 260'000 | 145'111 | 145'111 | 199'745 CHF | 201'202 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 260'000 | 260'000 | 144'830 | 144'830 | 199'191 CHF | 200'648 CHF | 99.98% | 99.98% |
08.07.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 260'000 | 260'000 | 144'990 | 144'990 | 199'223 CHF | 200'680 CHF | 99.80% | 99.80% |
05.07.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 260'000 | 260'000 | 147'675 | 147'675 | 198'221 CHF | 199'704 CHF | 99.61% | 99.61% |
04.07.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 140'000 | 140'000 | 124'049 | 124'049 | 163'182 CHF | 164'423 CHF | 100.00% | 100.00% |
03.07.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 270'000 | 270'000 | 149'629 | 149'629 | 194'379 CHF | 195'882 CHF | 100.00% | 100.00% |
02.07.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 270'000 | 270'000 | 149'619 | 149'619 | 187'312 CHF | 188'814 CHF | 99.98% | 99.98% |