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 | 1.40% | 0.73 CHF | 0.74 CHF | 130'000 | 130'000 | 128'711 | 128'711 | 93'398 CHF | 94'698 CHF | 94.30% | 94.30% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 129'971 | 129'971 | 90'345 CHF | 91'645 CHF | 97.31% | 97.31% |
11.07.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 94'130 CHF | 95'430 CHF | 94.35% | 94.35% |
10.07.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 90'915 CHF | 92'215 CHF | 96.78% | 96.78% |
09.07.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 130'000 | 130'000 | 126'312 | 126'312 | 93'105 CHF | 94'373 CHF | 94.06% | 94.06% |
08.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 130'000 | 130'000 | 129'768 | 129'768 | 93'174 CHF | 94'474 CHF | 92.45% | 92.45% |
05.07.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 130'000 | 130'000 | 129'990 | 129'990 | 93'753 CHF | 95'053 CHF | 91.70% | 91.70% |
04.07.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 91'498 CHF | 92'798 CHF | 93.97% | 93.97% |
03.07.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 91'585 CHF | 92'885 CHF | 88.92% | 88.92% |
02.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 130'000 | 130'000 | 129'978 | 129'978 | 88'285 CHF | 89'585 CHF | 99.89% | 99.89% |