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 | 1.21% | 0.84 CHF | 0.85 CHF | 270'000 | 270'000 | 118'758 | 118'758 | 99'658 CHF | 100'850 CHF | 99.97% | 99.97% |
12.07.2024 | 1.25% | 0.90 CHF | 0.91 CHF | 260'000 | 260'000 | 117'959 | 117'959 | 98'597 CHF | 99'782 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 260'000 | 260'000 | 115'811 | 115'811 | 99'198 CHF | 100'366 CHF | 100.00% | 100.00% |
10.07.2024 | 1.32% | 0.84 CHF | 0.85 CHF | 280'000 | 280'000 | 119'563 | 119'563 | 96'679 CHF | 97'882 CHF | 100.00% | 100.00% |
09.07.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 280'000 | 280'000 | 121'048 | 121'048 | 93'079 CHF | 94'297 CHF | 99.73% | 99.73% |
08.07.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 300'000 | 300'000 | 133'005 | 133'005 | 94'336 CHF | 95'672 CHF | 99.74% | 99.74% |
05.07.2024 | 1.77% | 0.65 CHF | 0.66 CHF | 340'000 | 340'000 | 152'425 | 152'425 | 90'214 CHF | 91'746 CHF | 99.38% | 99.38% |
04.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 130'000 | 130'000 | 108'952 | 108'952 | 60'077 CHF | 61'166 CHF | 97.60% | 97.60% |
03.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 350'000 | 350'000 | 153'341 | 153'341 | 83'949 CHF | 85'489 CHF | 98.74% | 98.74% |
02.07.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 390'000 | 390'000 | 168'391 | 168'391 | 77'801 CHF | 79'493 CHF | 100.00% | 100.00% |