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 | 1.11% | 0.91 CHF | 0.92 CHF | 190'000 | 190'000 | 188'088 | 188'088 | 172'158 CHF | 174'041 CHF | 99.97% | 99.97% |
12.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 190'000 | 190'000 | 188'003 | 188'003 | 172'769 CHF | 174'651 CHF | 100.00% | 100.00% |
11.07.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 180'000 | 180'000 | 178'327 | 178'327 | 165'358 CHF | 167'143 CHF | 99.91% | 99.91% |
10.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 190'000 | 190'000 | 188'089 | 188'089 | 175'924 CHF | 177'807 CHF | 100.00% | 100.00% |
09.07.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 180'000 | 180'000 | 178'156 | 178'156 | 166'323 CHF | 168'110 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 180'000 | 180'000 | 177'877 | 177'877 | 176'437 CHF | 178'220 CHF | 100.00% | 100.00% |
05.07.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 180'000 | 180'000 | 178'189 | 178'189 | 183'302 CHF | 185'086 CHF | 100.00% | 100.00% |
04.07.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 180'000 | 180'000 | 178'189 | 178'189 | 186'281 CHF | 188'064 CHF | 100.00% | 100.00% |
03.07.2024 | 1.00% | 1.04 CHF | 1.05 CHF | 180'000 | 180'000 | 178'344 | 178'344 | 181'701 CHF | 183'486 CHF | 99.38% | 99.38% |
02.07.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 190'000 | 190'000 | 188'088 | 188'088 | 173'818 CHF | 175'701 CHF | 100.00% | 100.00% |