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 | 1.21% | 0.82 CHF | 0.83 CHF | 235'000 | 235'000 | 234'825 | 234'825 | 192'764 CHF | 195'113 CHF | 100.00% | 100.00% |
12.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 194'118 CHF | 196'481 CHF | 100.00% | 100.00% |
11.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 238'886 | 238'886 | 200'156 CHF | 202'546 CHF | 99.92% | 99.92% |
10.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 240'000 | 240'000 | 241'795 | 241'795 | 208'704 CHF | 211'122 CHF | 99.94% | 99.94% |
09.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 203'027 CHF | 205'421 CHF | 100.00% | 100.00% |
08.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 200'456 CHF | 202'847 CHF | 100.00% | 100.00% |
05.07.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 196'602 CHF | 198'988 CHF | 99.81% | 99.81% |
04.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 238'839 | 238'839 | 197'995 CHF | 200'384 CHF | 98.98% | 98.98% |
03.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 240'000 | 240'000 | 238'929 | 238'929 | 201'035 CHF | 203'425 CHF | 92.42% | 92.42% |
02.07.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 212'766 CHF | 215'206 CHF | 99.99% | 99.99% |