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 | 1.23% | 0.81 CHF | 0.82 CHF | 235'000 | 235'000 | 234'826 | 234'826 | 190'251 CHF | 192'599 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 235'000 | 235'000 | 236'272 | 236'272 | 191'433 CHF | 193'796 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 240'000 | 240'000 | 238'878 | 238'878 | 197'505 CHF | 199'895 CHF | 100.00% | 100.00% |
10.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 205'892 CHF | 208'310 CHF | 100.00% | 100.00% |
09.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 240'000 | 240'000 | 239'382 | 239'382 | 200'488 CHF | 202'882 CHF | 100.00% | 100.00% |
08.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 197'713 CHF | 200'104 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 194'072 CHF | 196'458 CHF | 99.81% | 99.81% |
04.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 240'000 | 240'000 | 238'844 | 238'844 | 195'434 CHF | 197'823 CHF | 99.49% | 99.49% |
03.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 198'533 CHF | 200'923 CHF | 99.35% | 99.35% |
02.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 209'982 CHF | 212'422 CHF | 100.00% | 100.00% |