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 | 1.22% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 88'823 | 88'823 | 74'290 CHF | 75'180 CHF | 100.00% | 100.00% |
12.07.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 70'885 CHF | 71'761 CHF | 100.00% | 100.00% |
11.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 88'679 | 88'679 | 77'565 CHF | 78'454 CHF | 100.00% | 100.00% |
10.07.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 205'000 | 205'000 | 91'700 | 91'700 | 83'049 CHF | 83'970 CHF | 99.90% | 99.90% |
09.07.2024 | 1.36% | 0.92 CHF | 0.93 CHF | 210'000 | 210'000 | 89'156 | 89'156 | 81'632 CHF | 82'565 CHF | 99.66% | 99.66% |
08.07.2024 | 1.19% | 0.92 CHF | 0.93 CHF | 210'000 | 210'000 | 91'247 | 91'247 | 82'962 CHF | 83'904 CHF | 99.28% | 99.28% |
05.07.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 210'000 | 210'000 | 93'270 | 93'270 | 85'181 CHF | 86'117 CHF | 99.90% | 99.90% |
04.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 82'000 | 82'000 | 66'101 | 66'101 | 60'142 CHF | 60'803 CHF | 99.59% | 99.59% |
03.07.2024 | 1.23% | 0.93 CHF | 0.94 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 80'758 CHF | 81'696 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 88'715 CHF | 89'660 CHF | 100.00% | 100.00% |