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 | 1.09% | 0.97 CHF | 0.98 CHF | 330'000 | 330'000 | 186'599 | 186'599 | 175'610 CHF | 177'483 CHF | 98.78% | 98.78% |
12.07.2024 | 1.24% | 0.89 CHF | 0.90 CHF | 340'000 | 340'000 | 191'484 | 191'484 | 160'294 CHF | 162'217 CHF | 99.99% | 99.99% |
11.07.2024 | 1.16% | 0.79 CHF | 0.80 CHF | 340'000 | 340'000 | 185'311 | 185'311 | 163'122 CHF | 164'991 CHF | 99.99% | 99.99% |
10.07.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 340'000 | 340'000 | 187'658 | 187'658 | 159'661 CHF | 161'546 CHF | 99.90% | 99.90% |
09.07.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 340'000 | 340'000 | 187'922 | 187'922 | 152'945 CHF | 154'835 CHF | 99.43% | 99.43% |
08.07.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 350'000 | 350'000 | 192'760 | 192'760 | 150'986 CHF | 152'925 CHF | 100.00% | 100.00% |
05.07.2024 | 1.46% | 0.75 CHF | 0.76 CHF | 370'000 | 370'000 | 204'805 | 204'805 | 145'758 CHF | 147'813 CHF | 99.34% | 99.34% |
04.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 190'000 | 190'000 | 168'623 | 168'623 | 116'268 CHF | 117'954 CHF | 99.49% | 99.49% |
03.07.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 380'000 | 380'000 | 206'102 | 206'102 | 137'360 CHF | 139'429 CHF | 99.27% | 99.27% |
02.07.2024 | 1.68% | 0.67 CHF | 0.68 CHF | 390'000 | 390'000 | 216'427 | 216'427 | 133'951 CHF | 136'125 CHF | 100.00% | 100.00% |