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 | 1.42% | 0.70 CHF | 0.71 CHF | 235'000 | 235'000 | 234'827 | 234'827 | 163'707 CHF | 166'055 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 235'000 | 235'000 | 236'272 | 236'272 | 164'408 CHF | 166'771 CHF | 100.00% | 100.00% |
11.07.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 240'000 | 240'000 | 238'880 | 238'880 | 161'654 CHF | 164'044 CHF | 100.00% | 100.00% |
10.07.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 157'398 CHF | 159'816 CHF | 100.00% | 100.00% |
09.07.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 159'026 CHF | 161'420 CHF | 100.00% | 100.00% |
08.07.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 160'981 CHF | 163'371 CHF | 100.00% | 100.00% |
05.07.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 164'758 CHF | 167'143 CHF | 99.81% | 99.81% |
04.07.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 240'000 | 240'000 | 238'845 | 238'845 | 164'037 CHF | 166'425 CHF | 99.49% | 99.49% |
03.07.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 160'767 CHF | 163'157 CHF | 99.35% | 99.35% |
02.07.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 155'842 CHF | 158'282 CHF | 99.98% | 99.98% |