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% | 0.91 CHF | 0.92 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 212'975 CHF | 215'225 CHF | 100.00% | 100.00% |
12.07.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 208'647 CHF | 210'897 CHF | 99.96% | 99.96% |
11.07.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 200'525 CHF | 202'775 CHF | 98.17% | 98.17% |
10.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 182'236 CHF | 184'486 CHF | 96.17% | 96.17% |
09.07.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 184'671 CHF | 186'921 CHF | 99.62% | 99.62% |
08.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 180'763 CHF | 183'013 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 182'988 CHF | 185'238 CHF | 100.00% | 100.00% |
04.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 181'412 CHF | 183'662 CHF | 100.00% | 100.00% |
03.07.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 178'656 CHF | 180'906 CHF | 99.31% | 99.31% |
02.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 225'000 | 225'000 | 227'322 | 227'324 | 172'735 CHF | 175'010 CHF | 99.50% | 99.50% |