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 | 1.65% | 0.60 CHF | 0.61 CHF | 235'000 | 235'000 | 234'825 | 234'825 | 141'149 CHF | 143'497 CHF | 100.00% | 100.00% |
12.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 142'287 CHF | 144'650 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 238'870 | 238'870 | 147'729 CHF | 150'119 CHF | 100.00% | 100.00% |
10.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 155'721 CHF | 158'139 CHF | 100.00% | 100.00% |
09.07.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 150'502 CHF | 152'895 CHF | 100.00% | 100.00% |
08.07.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 148'135 CHF | 150'525 CHF | 100.00% | 100.00% |
05.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 240'000 | 240'000 | 238'552 | 238'552 | 144'256 CHF | 146'641 CHF | 98.44% | 98.44% |
04.07.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 240'000 | 240'000 | 238'827 | 238'827 | 145'552 CHF | 147'940 CHF | 98.00% | 98.00% |
03.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 240'000 | 240'000 | 238'920 | 238'920 | 148'687 CHF | 151'076 CHF | 91.59% | 91.59% |
02.07.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 159'467 CHF | 161'907 CHF | 100.00% | 100.00% |