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 | 1.75% | 0.57 CHF | 0.58 CHF | 285'000 | 285'000 | 283'701 | 283'701 | 160'292 CHF | 163'129 CHF | 99.92% | 99.92% |
12.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 280'000 | 280'000 | 278'814 | 278'814 | 151'243 CHF | 154'032 CHF | 100.00% | 100.00% |
11.07.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 280'000 | 280'000 | 283'286 | 283'286 | 159'951 CHF | 162'785 CHF | 99.99% | 99.99% |
10.07.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 285'000 | 285'000 | 289'758 | 289'758 | 174'357 CHF | 177'255 CHF | 99.99% | 99.99% |
09.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 295'000 | 295'000 | 292'208 | 292'208 | 179'446 CHF | 182'368 CHF | 100.00% | 100.00% |
08.07.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 295'000 | 295'000 | 293'665 | 293'665 | 180'125 CHF | 183'062 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 295'000 | 295'000 | 289'679 | 289'679 | 173'982 CHF | 176'879 CHF | 99.81% | 99.81% |
04.07.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 290'000 | 290'000 | 289'725 | 289'725 | 175'441 CHF | 178'339 CHF | 99.49% | 99.49% |
03.07.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 290'000 | 290'000 | 288'756 | 288'756 | 171'217 CHF | 174'105 CHF | 96.14% | 96.14% |
02.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 295'000 | 295'000 | 293'676 | 293'676 | 180'599 CHF | 183'536 CHF | 100.00% | 100.00% |