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 | 1.17% | 0.88 CHF | 0.89 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 85'800 CHF | 86'786 CHF | 100.00% | 100.00% |
12.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 220'000 | 220'000 | 91'478 | 91'478 | 87'621 CHF | 88'538 CHF | 99.90% | 99.90% |
11.07.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 220'000 | 220'000 | 98'424 | 98'424 | 83'605 CHF | 84'592 CHF | 100.00% | 100.00% |
10.07.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 220'000 | 220'000 | 98'457 | 98'457 | 75'423 CHF | 76'410 CHF | 100.00% | 100.00% |
09.07.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 68'938 CHF | 69'924 CHF | 100.00% | 100.00% |
08.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 98'424 | 98'424 | 65'078 CHF | 66'064 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 220'000 | 220'000 | 97'957 | 97'957 | 69'301 CHF | 70'283 CHF | 99.63% | 99.63% |
04.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 52'428 CHF | 53'132 CHF | 100.00% | 100.00% |
03.07.2024 | 1.43% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 98'414 | 98'414 | 70'792 CHF | 71'778 CHF | 100.00% | 100.00% |
02.07.2024 | 1.64% | 0.65 CHF | 0.66 CHF | 220'000 | 220'000 | 98'585 | 98'585 | 61'351 CHF | 62'338 CHF | 99.99% | 99.99% |