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 | 1.36% | 0.74 CHF | 0.75 CHF | 550'000 | 550'000 | 246'286 | 246'286 | 183'281 CHF | 185'750 CHF | 100.00% | 100.00% |
12.07.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 550'000 | 550'000 | 228'673 | 228'673 | 162'806 CHF | 165'097 CHF | 99.89% | 99.89% |
11.07.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 550'000 | 550'000 | 246'315 | 246'315 | 185'807 CHF | 188'276 CHF | 99.99% | 99.99% |
10.07.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 550'000 | 550'000 | 246'407 | 246'407 | 195'154 CHF | 197'623 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 550'000 | 550'000 | 246'297 | 246'297 | 200'992 CHF | 203'460 CHF | 100.00% | 100.00% |
08.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 550'000 | 550'000 | 246'320 | 246'320 | 204'431 CHF | 206'899 CHF | 100.00% | 100.00% |
05.07.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 550'000 | 550'000 | 245'165 | 245'165 | 199'937 CHF | 202'395 CHF | 99.63% | 99.63% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 220'000 | 220'000 | 176'421 | 176'421 | 141'522 CHF | 143'286 CHF | 100.00% | 100.00% |
03.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 550'000 | 550'000 | 246'297 | 246'297 | 200'458 CHF | 202'925 CHF | 100.00% | 100.00% |
02.07.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 550'000 | 550'000 | 246'738 | 246'738 | 211'255 CHF | 213'727 CHF | 100.00% | 100.00% |