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 | 1.09% | 0.90 CHF | 0.91 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 129'925 CHF | 131'354 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 127'858 CHF | 129'274 CHF | 100.00% | 100.00% |
11.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 140'000 | 140'000 | 139'878 | 139'878 | 123'472 CHF | 124'872 CHF | 99.82% | 99.82% |
10.07.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 117'505 CHF | 118'884 CHF | 100.00% | 100.00% |
09.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 114'741 CHF | 116'107 CHF | 99.77% | 99.77% |
08.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 110'576 CHF | 111'930 CHF | 100.00% | 100.00% |
05.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 112'643 CHF | 113'998 CHF | 99.80% | 99.80% |
04.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 117'447 CHF | 118'826 CHF | 100.00% | 100.00% |
03.07.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 120'895 CHF | 122'287 CHF | 100.00% | 100.00% |
02.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 129'700 CHF | 131'134 CHF | 100.00% | 100.00% |