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 | 0.93% | 1.14 CHF | 1.15 CHF | 280'000 | 280'000 | 157'029 | 157'029 | 174'127 CHF | 175'704 CHF | 100.00% | 100.00% |
12.07.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 280'000 | 280'000 | 155'743 | 155'743 | 172'845 CHF | 174'409 CHF | 100.00% | 100.00% |
11.07.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 270'000 | 270'000 | 149'649 | 149'649 | 178'692 CHF | 180'195 CHF | 100.00% | 100.00% |
10.07.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 270'000 | 270'000 | 149'641 | 149'641 | 179'048 CHF | 180'551 CHF | 100.00% | 100.00% |
09.07.2024 | 0.87% | 1.20 CHF | 1.21 CHF | 270'000 | 270'000 | 149'372 | 149'372 | 178'584 CHF | 180'086 CHF | 100.00% | 100.00% |
08.07.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 270'000 | 270'000 | 149'491 | 149'491 | 178'728 CHF | 180'230 CHF | 99.82% | 99.82% |
05.07.2024 | 0.89% | 1.21 CHF | 1.22 CHF | 270'000 | 270'000 | 149'853 | 149'853 | 174'751 CHF | 176'256 CHF | 99.82% | 99.82% |
04.07.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 140'000 | 140'000 | 124'049 | 124'049 | 141'257 CHF | 142'498 CHF | 100.00% | 100.00% |
03.07.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 280'000 | 280'000 | 157'080 | 157'080 | 176'498 CHF | 178'075 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.10 CHF | 1.11 CHF | 290'000 | 290'000 | 161'619 | 161'619 | 174'184 CHF | 175'807 CHF | 100.00% | 100.00% |