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 | 1.48% | 0.76 CHF | 0.77 CHF | 480'000 | 480'000 | 170'642 | 170'642 | 122'403 CHF | 124'123 CHF | 99.96% | 99.96% |
12.07.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 480'000 | 480'000 | 168'795 | 168'795 | 120'164 CHF | 121'860 CHF | 100.00% | 100.00% |
11.07.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 470'000 | 470'000 | 160'865 | 160'865 | 124'611 CHF | 126'232 CHF | 100.00% | 100.00% |
10.07.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 460'000 | 460'000 | 154'397 | 154'397 | 128'682 CHF | 130'233 CHF | 100.00% | 100.00% |
09.07.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 440'000 | 440'000 | 162'149 | 162'149 | 140'221 CHF | 141'853 CHF | 86.53% | 86.53% |
08.07.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 440'000 | 440'000 | 152'453 | 152'453 | 129'833 CHF | 131'366 CHF | 100.00% | 100.00% |
05.07.2024 | 1.22% | 0.88 CHF | 0.89 CHF | 440'000 | 440'000 | 155'289 | 155'289 | 132'189 CHF | 133'748 CHF | 96.52% | 96.52% |
04.07.2024 | 1.70% | 0.84 CHF | 0.87 CHF | 45'000 | 45'000 | 69'702 | 69'702 | 57'983 CHF | 58'875 CHF | 97.36% | 97.36% |
03.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 440'000 | 440'000 | 151'242 | 151'242 | 125'170 CHF | 126'687 CHF | 94.99% | 94.99% |
02.07.2024 | 1.29% | 0.83 CHF | 0.84 CHF | 450'000 | 450'000 | 158'372 | 158'372 | 127'284 CHF | 128'875 CHF | 98.98% | 98.98% |