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 | 234'826 | 234'826 | 163'861 CHF | 166'210 CHF | 99.48% | 99.48% |
12.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 235'000 | 235'000 | 236'272 | 236'272 | 164'721 CHF | 167'083 CHF | 100.00% | 100.00% |
11.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 240'000 | 240'000 | 238'879 | 238'879 | 170'869 CHF | 173'259 CHF | 100.00% | 100.00% |
10.07.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 178'764 CHF | 181'182 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 173'694 CHF | 176'088 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 170'878 CHF | 173'268 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 167'437 CHF | 169'823 CHF | 99.81% | 99.81% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 240'000 | 240'000 | 238'830 | 238'830 | 168'646 CHF | 171'035 CHF | 96.78% | 96.78% |
03.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 240'000 | 240'000 | 238'989 | 238'989 | 172'050 CHF | 174'439 CHF | 97.87% | 97.87% |
02.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 182'745 CHF | 185'185 CHF | 100.00% | 100.00% |