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% | 0.80 CHF | 0.81 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 116'617 CHF | 118'046 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 114'692 CHF | 116'108 CHF | 100.00% | 100.00% |
11.07.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 140'000 | 140'000 | 139'873 | 139'873 | 110'383 CHF | 111'783 CHF | 99.63% | 99.63% |
10.07.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 104'671 CHF | 106'050 CHF | 99.99% | 99.99% |
09.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 102'221 CHF | 103'587 CHF | 99.73% | 99.73% |
08.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 98'113 CHF | 99'468 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 99'992 CHF | 101'346 CHF | 99.81% | 99.81% |
04.07.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 104'686 CHF | 106'065 CHF | 100.00% | 100.00% |
03.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 107'834 CHF | 109'226 CHF | 100.00% | 100.00% |
02.07.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 116'433 CHF | 117'867 CHF | 100.00% | 100.00% |