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 | 1.82% | 0.85 CHF | 0.86 CHF | 230'000 | 230'000 | 73'895 | 73'895 | 61'971 CHF | 62'832 CHF | 98.81% | 98.81% |
12.07.2024 | 1.85% | 0.84 CHF | 0.85 CHF | 230'000 | 230'000 | 73'268 | 73'268 | 61'404 CHF | 62'260 CHF | 100.00% | 100.00% |
11.07.2024 | 1.71% | 0.89 CHF | 0.90 CHF | 225'000 | 225'000 | 70'476 | 70'476 | 64'109 CHF | 64'934 CHF | 99.99% | 99.99% |
10.07.2024 | 1.63% | 0.91 CHF | 0.92 CHF | 220'000 | 220'000 | 70'222 | 70'222 | 65'809 CHF | 66'629 CHF | 99.90% | 99.90% |
09.07.2024 | 1.63% | 0.99 CHF | 1.00 CHF | 215'000 | 215'000 | 69'297 | 69'297 | 67'150 CHF | 67'961 CHF | 99.98% | 99.98% |
08.07.2024 | 1.64% | 0.93 CHF | 0.94 CHF | 220'000 | 220'000 | 70'317 | 70'317 | 66'212 CHF | 67'033 CHF | 99.98% | 99.98% |
05.07.2024 | 1.62% | 0.95 CHF | 0.96 CHF | 220'000 | 220'000 | 69'939 | 69'939 | 66'129 CHF | 66'947 CHF | 99.70% | 99.70% |
04.07.2024 | 1.60% | 0.93 CHF | 0.94 CHF | 44'000 | 44'000 | 32'354 | 32'354 | 30'549 CHF | 30'989 CHF | 94.01% | 94.01% |
03.07.2024 | 1.56% | 0.96 CHF | 0.97 CHF | 220'000 | 220'000 | 69'148 | 69'148 | 67'575 CHF | 68'385 CHF | 99.53% | 99.53% |
02.07.2024 | 1.66% | 0.96 CHF | 0.97 CHF | 215'000 | 215'000 | 69'113 | 69'113 | 65'558 CHF | 66'363 CHF | 100.00% | 100.00% |