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 | 1.05% | 0.95 CHF | 0.96 CHF | 205'000 | 205'000 | 204'049 | 204'049 | 193'860 CHF | 195'900 CHF | 100.00% | 100.00% |
12.07.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 195'875 CHF | 197'917 CHF | 100.00% | 100.00% |
11.07.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 205'000 | 205'000 | 205'100 | 205'100 | 198'888 CHF | 200'940 CHF | 100.00% | 100.00% |
10.07.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 194'076 CHF | 196'117 CHF | 100.00% | 100.00% |
09.07.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 217'017 CHF | 219'158 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 215'743 CHF | 217'880 CHF | 100.00% | 100.00% |
05.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 215'000 | 215'000 | 214'477 | 214'477 | 220'091 CHF | 222'235 CHF | 99.80% | 99.80% |
04.07.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 220'000 | 220'000 | 222'528 | 222'528 | 237'753 CHF | 239'979 CHF | 99.49% | 99.49% |
03.07.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 225'000 | 225'000 | 221'165 | 221'165 | 236'136 CHF | 238'347 CHF | 94.16% | 94.16% |
02.07.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 252'948 CHF | 255'239 CHF | 99.43% | 99.43% |