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 | 1.11% | 0.92 CHF | 0.93 CHF | 550'000 | 550'000 | 246'289 | 246'289 | 226'220 CHF | 228'689 CHF | 100.00% | 100.00% |
12.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 550'000 | 550'000 | 228'737 | 228'737 | 202'325 CHF | 204'617 CHF | 99.90% | 99.90% |
11.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 550'000 | 550'000 | 246'300 | 246'300 | 228'739 CHF | 231'207 CHF | 99.99% | 99.99% |
10.07.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 550'000 | 550'000 | 246'410 | 246'410 | 237'983 CHF | 240'452 CHF | 100.00% | 100.00% |
09.07.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 550'000 | 550'000 | 246'304 | 246'304 | 243'893 CHF | 246'361 CHF | 100.00% | 100.00% |
08.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 550'000 | 550'000 | 246'321 | 246'321 | 247'230 CHF | 249'698 CHF | 100.00% | 100.00% |
05.07.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 550'000 | 550'000 | 245'161 | 245'161 | 242'513 CHF | 244'972 CHF | 99.63% | 99.63% |
04.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 220'000 | 220'000 | 176'424 | 176'424 | 172'895 CHF | 174'659 CHF | 100.00% | 100.00% |
03.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 550'000 | 550'000 | 246'301 | 246'301 | 243'956 CHF | 246'423 CHF | 100.00% | 100.00% |
02.07.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 550'000 | 550'000 | 246'745 | 246'745 | 254'341 CHF | 256'813 CHF | 100.00% | 100.00% |