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 | 1.57% | 0.63 CHF | 0.64 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 183'068 CHF | 185'968 CHF | 100.00% | 100.00% |
12.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 197'579 CHF | 200'519 CHF | 100.00% | 100.00% |
11.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 299'838 | 299'838 | 209'254 CHF | 212'254 CHF | 100.00% | 100.00% |
10.07.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 223'913 CHF | 226'913 CHF | 100.00% | 100.00% |
09.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 310'000 | 310'000 | 305'576 | 305'576 | 232'472 CHF | 235'531 CHF | 99.73% | 99.73% |
08.07.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 241'450 CHF | 244'550 CHF | 99.29% | 99.29% |
05.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 310'000 | 310'000 | 305'930 | 305'930 | 233'206 CHF | 236'265 CHF | 100.00% | 100.00% |
04.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 245'930 CHF | 249'030 CHF | 99.63% | 99.63% |
03.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 223'421 CHF | 226'423 CHF | 100.00% | 100.00% |
02.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 220'878 CHF | 223'878 CHF | 100.00% | 100.00% |