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 | 0.84% | 1.25 CHF | 1.26 CHF | 235'000 | 235'000 | 102'730 | 102'730 | 126'787 CHF | 127'816 CHF | 100.00% | 100.00% |
12.07.2024 | 0.92% | 1.20 CHF | 1.21 CHF | 225'000 | 225'000 | 98'464 | 98'464 | 114'994 CHF | 116'000 CHF | 100.00% | 100.00% |
11.07.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 230'000 | 230'000 | 103'668 | 103'668 | 129'964 CHF | 131'003 CHF | 100.00% | 100.00% |
10.07.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 107'293 | 107'293 | 141'892 CHF | 142'966 CHF | 99.89% | 99.89% |
09.07.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 107'169 | 107'169 | 140'661 CHF | 141'734 CHF | 99.73% | 99.73% |
08.07.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 240'000 | 240'000 | 105'602 | 105'602 | 135'381 CHF | 136'439 CHF | 99.32% | 99.32% |
05.07.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 240'000 | 240'000 | 106'447 | 106'447 | 139'484 CHF | 140'550 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 96'000 | 96'000 | 76'918 | 76'918 | 101'534 CHF | 102'303 CHF | 99.66% | 99.66% |
03.07.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 105'164 | 105'164 | 136'263 CHF | 137'316 CHF | 100.00% | 100.00% |
02.07.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 240'000 | 240'000 | 106'596 | 106'596 | 142'380 CHF | 143'450 CHF | 99.99% | 99.99% |