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 | 1.15% | 0.87 CHF | 0.88 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 125'582 CHF | 127'032 CHF | 93.90% | 93.90% |
12.07.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 145'000 | 145'000 | 146'931 | 146'931 | 115'547 CHF | 117'017 CHF | 95.03% | 95.03% |
11.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 150'000 | 150'000 | 149'856 | 149'856 | 110'278 CHF | 111'778 CHF | 94.58% | 94.58% |
10.07.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'006 | 150'006 | 96'034 CHF | 97'534 CHF | 94.44% | 94.44% |
09.07.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 155'000 | 155'000 | 152'745 | 152'745 | 93'670 CHF | 95'199 CHF | 94.23% | 94.23% |
08.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 89'371 CHF | 90'921 CHF | 94.84% | 94.84% |
05.07.2024 | 1.62% | 0.58 CHF | 0.59 CHF | 155'000 | 155'000 | 152'951 | 152'951 | 93'781 CHF | 95'310 CHF | 94.73% | 94.73% |
04.07.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 155'000 | 155'000 | 155'000 | 155'000 | 85'507 CHF | 87'057 CHF | 95.81% | 95.81% |
03.07.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'043 | 150'043 | 97'766 CHF | 99'266 CHF | 90.75% | 90.75% |
02.07.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 100'391 CHF | 101'891 CHF | 94.33% | 94.33% |