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 | 1.76% | 0.56 CHF | 0.57 CHF | 430'000 | 430'000 | 428'228 | 428'228 | 240'679 CHF | 244'962 CHF | 100.00% | 100.00% |
12.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 244'278 CHF | 248'560 CHF | 100.00% | 100.00% |
11.07.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 430'000 | 430'000 | 427'946 | 427'946 | 239'984 CHF | 244'266 CHF | 100.00% | 100.00% |
10.07.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 430'000 | 430'000 | 428'247 | 428'247 | 239'690 CHF | 243'973 CHF | 100.00% | 100.00% |
09.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 440'000 | 440'000 | 432'063 | 432'063 | 237'218 CHF | 241'538 CHF | 100.00% | 100.00% |
08.07.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 245'906 CHF | 250'188 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 242'519 CHF | 246'801 CHF | 100.00% | 100.00% |
04.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 239'821 CHF | 244'103 CHF | 100.00% | 100.00% |
03.07.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 430'000 | 430'000 | 433'925 | 433'925 | 237'106 CHF | 241'445 CHF | 100.00% | 100.00% |
02.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 440'000 | 440'000 | 438'181 | 438'181 | 233'331 CHF | 237'713 CHF | 100.00% | 100.00% |