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% | 0.94 CHF | 0.95 CHF | 310'000 | 310'000 | 137'940 | 137'940 | 129'028 CHF | 130'410 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 136'209 | 136'209 | 125'510 CHF | 126'875 CHF | 99.99% | 99.99% |
11.07.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 305'000 | 305'000 | 137'205 | 137'205 | 128'108 CHF | 129'483 CHF | 99.82% | 99.82% |
10.07.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 310'000 | 310'000 | 137'725 | 137'725 | 130'418 CHF | 131'798 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 136'286 | 136'286 | 126'284 CHF | 127'649 CHF | 99.74% | 99.74% |
08.07.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 305'000 | 305'000 | 133'330 | 133'330 | 119'978 CHF | 121'314 CHF | 100.00% | 100.00% |
05.07.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 295'000 | 295'000 | 131'736 | 131'736 | 117'418 CHF | 118'738 CHF | 99.71% | 99.71% |
04.07.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 118'000 | 118'000 | 94'273 | 94'273 | 84'149 CHF | 85'092 CHF | 99.81% | 99.81% |
03.07.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 295'000 | 295'000 | 131'106 | 131'106 | 116'733 CHF | 118'047 CHF | 100.00% | 100.00% |
02.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 290'000 | 290'000 | 130'225 | 130'225 | 115'155 CHF | 116'460 CHF | 100.00% | 100.00% |