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 | 1.96% | 0.78 CHF | 0.79 CHF | 230'000 | 230'000 | 73'854 | 73'854 | 57'322 CHF | 58'183 CHF | 98.90% | 98.90% |
12.07.2024 | 2.00% | 0.78 CHF | 0.79 CHF | 230'000 | 230'000 | 73'267 | 73'267 | 56'847 CHF | 57'703 CHF | 100.00% | 100.00% |
11.07.2024 | 1.84% | 0.83 CHF | 0.84 CHF | 225'000 | 225'000 | 70'477 | 70'477 | 59'669 CHF | 60'494 CHF | 99.99% | 99.99% |
10.07.2024 | 1.75% | 0.85 CHF | 0.86 CHF | 220'000 | 220'000 | 70'223 | 70'223 | 61'357 CHF | 62'177 CHF | 99.90% | 99.90% |
09.07.2024 | 1.74% | 0.92 CHF | 0.93 CHF | 215'000 | 215'000 | 69'256 | 69'256 | 62'724 CHF | 63'535 CHF | 99.98% | 99.98% |
08.07.2024 | 1.76% | 0.87 CHF | 0.88 CHF | 220'000 | 220'000 | 70'317 | 70'317 | 61'768 CHF | 62'589 CHF | 99.98% | 99.98% |
05.07.2024 | 1.73% | 0.89 CHF | 0.90 CHF | 220'000 | 220'000 | 69'945 | 69'945 | 61'695 CHF | 62'513 CHF | 99.71% | 99.71% |
04.07.2024 | 1.71% | 0.87 CHF | 0.88 CHF | 44'000 | 44'000 | 32'355 | 32'355 | 28'499 CHF | 28'939 CHF | 94.02% | 94.02% |
03.07.2024 | 1.67% | 0.90 CHF | 0.91 CHF | 220'000 | 220'000 | 69'149 | 69'149 | 63'162 CHF | 63'972 CHF | 99.52% | 99.52% |
02.07.2024 | 1.78% | 0.90 CHF | 0.91 CHF | 215'000 | 215'000 | 69'112 | 69'112 | 61'162 CHF | 61'967 CHF | 100.00% | 100.00% |