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 | 1.32% | 0.75 CHF | 0.76 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 219'027 CHF | 221'927 CHF | 100.00% | 100.00% |
12.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 290'000 | 290'000 | 294'019 | 294'019 | 234'315 CHF | 237'255 CHF | 100.00% | 100.00% |
11.07.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 299'836 | 299'836 | 246'536 CHF | 249'536 CHF | 99.99% | 99.99% |
10.07.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 300'013 | 300'013 | 260'855 CHF | 263'855 CHF | 100.00% | 100.00% |
09.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 310'000 | 310'000 | 305'574 | 305'574 | 270'118 CHF | 273'176 CHF | 99.73% | 99.73% |
08.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 279'941 CHF | 283'041 CHF | 99.32% | 99.32% |
05.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 310'000 | 310'000 | 305'927 | 305'927 | 271'165 CHF | 274'224 CHF | 100.00% | 100.00% |
04.07.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 284'570 CHF | 287'670 CHF | 99.65% | 99.65% |
03.07.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 260'541 CHF | 263'542 CHF | 100.00% | 100.00% |
02.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 258'363 CHF | 261'363 CHF | 99.99% | 99.99% |