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 | 1.62% | 0.61 CHF | 0.62 CHF | 235'000 | 235'000 | 234'826 | 234'826 | 144'141 CHF | 146'490 CHF | 100.00% | 100.00% |
12.07.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 145'491 CHF | 147'854 CHF | 100.00% | 100.00% |
11.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 240'000 | 240'000 | 238'887 | 238'887 | 151'212 CHF | 153'602 CHF | 100.00% | 100.00% |
10.07.2024 | 1.51% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 158'788 CHF | 161'206 CHF | 100.00% | 100.00% |
09.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 153'840 CHF | 156'234 CHF | 100.00% | 100.00% |
08.07.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 151'198 CHF | 153'588 CHF | 100.00% | 100.00% |
05.07.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 238'561 | 238'561 | 147'722 CHF | 150'107 CHF | 99.81% | 99.81% |
04.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 240'000 | 240'000 | 238'846 | 238'846 | 148'818 CHF | 151'206 CHF | 99.49% | 99.49% |
03.07.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 152'147 CHF | 154'537 CHF | 99.35% | 99.35% |
02.07.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 162'538 CHF | 164'978 CHF | 100.00% | 100.00% |