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 | 1.34% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 98'400 | 98'400 | 74'492 CHF | 75'478 CHF | 99.99% | 99.99% |
12.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 220'000 | 220'000 | 91'493 | 91'493 | 77'145 CHF | 78'062 CHF | 99.90% | 99.90% |
11.07.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 98'425 | 98'425 | 72'446 CHF | 73'432 CHF | 100.00% | 100.00% |
10.07.2024 | 1.58% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 98'457 | 98'457 | 64'342 CHF | 65'328 CHF | 100.00% | 100.00% |
09.07.2024 | 1.73% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 57'942 CHF | 58'928 CHF | 100.00% | 100.00% |
08.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 98'422 | 98'422 | 54'191 CHF | 55'177 CHF | 100.00% | 100.00% |
05.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 97'909 | 97'909 | 58'235 CHF | 59'217 CHF | 99.59% | 99.59% |
04.07.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 44'394 CHF | 45'098 CHF | 100.00% | 100.00% |
03.07.2024 | 1.70% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 98'414 | 98'414 | 59'771 CHF | 60'757 CHF | 100.00% | 100.00% |
02.07.2024 | 1.99% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 98'444 | 98'444 | 50'214 CHF | 51'201 CHF | 99.88% | 99.88% |