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 | 1.63% | 0.96 CHF | 0.97 CHF | 310'000 | 310'000 | 138'911 | 138'911 | 131'920 CHF | 133'726 CHF | 100.00% | 100.00% |
12.07.2024 | 1.64% | 0.96 CHF | 0.97 CHF | 310'000 | 310'000 | 136'311 | 136'311 | 128'261 CHF | 130'028 CHF | 99.92% | 99.92% |
11.07.2024 | 1.66% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 134'223 | 134'223 | 124'392 CHF | 126'135 CHF | 99.82% | 99.82% |
10.07.2024 | 1.65% | 0.94 CHF | 0.95 CHF | 300'000 | 300'000 | 134'282 | 134'282 | 125'344 CHF | 127'088 CHF | 100.00% | 100.00% |
09.07.2024 | 1.92% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 134'355 | 134'355 | 123'006 CHF | 125'014 CHF | 99.73% | 99.73% |
08.07.2024 | 1.97% | 0.87 CHF | 0.88 CHF | 290'000 | 290'000 | 132'610 | 132'610 | 118'500 CHF | 120'516 CHF | 99.91% | 99.91% |
05.07.2024 | 1.66% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 133'871 | 133'871 | 124'450 CHF | 126'192 CHF | 99.70% | 99.70% |
04.07.2024 | 1.64% | 0.93 CHF | 0.94 CHF | 120'000 | 120'000 | 96'097 | 96'097 | 88'849 CHF | 90'209 CHF | 99.91% | 99.91% |
03.07.2024 | 1.94% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 134'159 | 134'159 | 124'448 CHF | 126'480 CHF | 99.98% | 99.98% |
02.07.2024 | 1.94% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 133'128 | 133'128 | 121'597 CHF | 123'619 CHF | 99.80% | 99.80% |