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 | 1.50% | 0.67 CHF | 0.68 CHF | 285'000 | 285'000 | 283'699 | 283'699 | 188'160 CHF | 190'997 CHF | 99.76% | 99.76% |
12.07.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 280'000 | 280'000 | 278'814 | 278'814 | 178'735 CHF | 181'523 CHF | 100.00% | 100.00% |
11.07.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 280'000 | 280'000 | 283'276 | 283'276 | 187'771 CHF | 190'606 CHF | 100.00% | 100.00% |
10.07.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 285'000 | 285'000 | 289'757 | 289'757 | 202'548 CHF | 205'446 CHF | 100.00% | 100.00% |
09.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 295'000 | 295'000 | 292'207 | 292'207 | 207'946 CHF | 210'868 CHF | 100.00% | 100.00% |
08.07.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 295'000 | 295'000 | 293'665 | 293'665 | 208'931 CHF | 211'868 CHF | 100.00% | 100.00% |
05.07.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 295'000 | 295'000 | 289'611 | 289'611 | 202'317 CHF | 205'213 CHF | 97.16% | 97.16% |
04.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 290'000 | 290'000 | 289'704 | 289'704 | 203'854 CHF | 206'751 CHF | 97.68% | 97.68% |
03.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 290'000 | 290'000 | 288'776 | 288'776 | 199'355 CHF | 202'243 CHF | 97.69% | 97.69% |
02.07.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 295'000 | 295'000 | 293'677 | 293'677 | 209'304 CHF | 212'241 CHF | 100.00% | 100.00% |