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 | 1.18% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 243'710 CHF | 246'610 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 259'203 CHF | 262'143 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 299'840 | 299'840 | 272'034 CHF | 275'034 CHF | 100.00% | 100.00% |
10.07.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 286'882 CHF | 289'882 CHF | 100.00% | 100.00% |
09.07.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 310'000 | 310'000 | 305'573 | 305'573 | 296'582 CHF | 299'641 CHF | 99.77% | 99.77% |
08.07.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 306'571 CHF | 309'671 CHF | 99.26% | 99.26% |
05.07.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 310'000 | 310'000 | 305'930 | 305'930 | 297'442 CHF | 300'502 CHF | 100.00% | 100.00% |
04.07.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 311'118 CHF | 314'218 CHF | 99.54% | 99.54% |
03.07.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 286'412 CHF | 289'413 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 283'790 CHF | 286'790 CHF | 100.00% | 100.00% |