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 | 1.00% | 0.96 CHF | 0.97 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 223'725 CHF | 225'975 CHF | 100.00% | 100.00% |
12.07.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 219'484 CHF | 221'734 CHF | 99.95% | 99.95% |
11.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 211'297 CHF | 213'547 CHF | 98.51% | 98.51% |
10.07.2024 | 1.16% | 0.89 CHF | 0.90 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 192'779 CHF | 195'029 CHF | 96.17% | 96.17% |
09.07.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 195'225 CHF | 197'475 CHF | 99.63% | 99.63% |
08.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 191'356 CHF | 193'606 CHF | 100.00% | 100.00% |
05.07.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 193'330 CHF | 195'580 CHF | 100.00% | 100.00% |
04.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 191'700 CHF | 193'950 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 188'999 CHF | 191'249 CHF | 99.31% | 99.31% |
02.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 181'405 CHF | 183'655 CHF | 99.50% | 99.50% |