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 | 1.04% | 0.98 CHF | 0.99 CHF | 220'000 | 220'000 | 98'407 | 98'407 | 95'961 CHF | 96'947 CHF | 100.00% | 100.00% |
12.07.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 220'000 | 220'000 | 91'493 | 91'493 | 97'080 CHF | 97'997 CHF | 99.90% | 99.90% |
11.07.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 220'000 | 220'000 | 98'429 | 98'429 | 93'929 CHF | 94'915 CHF | 99.99% | 99.99% |
10.07.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 220'000 | 220'000 | 98'457 | 98'457 | 85'747 CHF | 86'733 CHF | 100.00% | 100.00% |
09.07.2024 | 1.27% | 0.86 CHF | 0.87 CHF | 220'000 | 220'000 | 98'416 | 98'416 | 79'268 CHF | 80'254 CHF | 100.00% | 100.00% |
08.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 75'335 CHF | 76'321 CHF | 100.00% | 100.00% |
05.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 220'000 | 220'000 | 97'909 | 97'909 | 79'428 CHF | 80'410 CHF | 99.59% | 99.59% |
04.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 88'000 | 88'000 | 70'463 | 70'463 | 59'751 CHF | 60'455 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.85 CHF | 0.86 CHF | 220'000 | 220'000 | 98'415 | 98'415 | 81'145 CHF | 82'131 CHF | 100.00% | 100.00% |
02.07.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 98'596 | 98'596 | 71'673 CHF | 72'660 CHF | 100.00% | 100.00% |