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 | 1.56% | 0.65 CHF | 0.66 CHF | 550'000 | 550'000 | 246'286 | 246'286 | 160'475 CHF | 162'944 CHF | 100.00% | 100.00% |
12.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 550'000 | 550'000 | 228'732 | 228'732 | 141'928 CHF | 144'220 CHF | 99.90% | 99.90% |
11.07.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 550'000 | 550'000 | 246'312 | 246'312 | 162'961 CHF | 165'430 CHF | 100.00% | 100.00% |
10.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 550'000 | 550'000 | 246'405 | 246'405 | 172'194 CHF | 174'663 CHF | 100.00% | 100.00% |
09.07.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 550'000 | 550'000 | 246'305 | 246'305 | 178'444 CHF | 180'911 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.74 CHF | 0.75 CHF | 550'000 | 550'000 | 246'315 | 246'315 | 181'223 CHF | 183'691 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 550'000 | 550'000 | 245'163 | 245'163 | 177'053 CHF | 179'512 CHF | 99.63% | 99.63% |
04.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 176'422 | 176'422 | 125'278 CHF | 127'042 CHF | 100.00% | 100.00% |
03.07.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 550'000 | 550'000 | 246'297 | 246'297 | 177'746 CHF | 180'213 CHF | 100.00% | 100.00% |
02.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 550'000 | 550'000 | 246'717 | 246'717 | 188'201 CHF | 190'673 CHF | 99.99% | 99.99% |