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 | 1.22% | 0.92 CHF | 0.93 CHF | 460'000 | 460'000 | 162'431 | 162'431 | 141'441 CHF | 143'078 CHF | 99.55% | 99.55% |
12.07.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 450'000 | 450'000 | 154'904 | 154'904 | 133'872 CHF | 135'428 CHF | 99.78% | 99.78% |
11.07.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 450'000 | 450'000 | 153'556 | 153'556 | 142'802 CHF | 144'349 CHF | 99.44% | 99.44% |
10.07.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 440'000 | 440'000 | 149'802 | 149'802 | 148'667 CHF | 150'170 CHF | 99.45% | 99.45% |
09.07.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 420'000 | 420'000 | 147'863 | 147'863 | 151'270 CHF | 152'757 CHF | 99.91% | 99.91% |
08.07.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 420'000 | 420'000 | 148'305 | 148'305 | 149'896 CHF | 151'386 CHF | 99.90% | 99.90% |
05.07.2024 | 1.02% | 1.04 CHF | 1.05 CHF | 420'000 | 420'000 | 147'990 | 147'990 | 149'372 CHF | 150'856 CHF | 99.42% | 99.42% |
04.07.2024 | 1.43% | 0.99 CHF | 1.02 CHF | 45'000 | 45'000 | 69'699 | 69'699 | 68'997 CHF | 69'886 CHF | 99.49% | 99.49% |
03.07.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 430'000 | 430'000 | 150'687 | 150'687 | 148'494 CHF | 150'007 CHF | 99.99% | 99.99% |
02.07.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 430'000 | 430'000 | 152'306 | 152'306 | 146'315 CHF | 147'845 CHF | 99.38% | 99.38% |