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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 150'634 CHF | 153'575 CHF | 100.00% | 100.00% |
11.07.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 299'825 | 299'825 | 161'433 CHF | 164'433 CHF | 100.00% | 100.00% |
10.07.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 176'001 CHF | 179'002 CHF | 100.00% | 100.00% |
09.07.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 310'000 | 310'000 | 305'575 | 305'575 | 183'673 CHF | 186'732 CHF | 99.74% | 99.74% |
08.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 192'101 CHF | 195'201 CHF | 99.32% | 99.32% |
05.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 310'000 | 310'000 | 305'924 | 305'924 | 184'343 CHF | 187'402 CHF | 100.00% | 100.00% |
04.07.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 196'600 CHF | 199'700 CHF | 99.59% | 99.59% |
03.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 175'512 CHF | 178'513 CHF | 100.00% | 100.00% |
02.07.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 173'049 CHF | 176'049 CHF | 100.00% | 100.00% |
01.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 168'329 CHF | 171'329 CHF | 89.29% | 89.29% |