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 | 1.33% | 0.77 CHF | 0.78 CHF | 430'000 | 430'000 | 190'711 | 190'711 | 147'901 CHF | 149'819 CHF | 99.96% | 99.96% |
12.07.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 430'000 | 430'000 | 190'932 | 190'932 | 148'928 CHF | 150'846 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 410'000 | 410'000 | 177'594 | 177'594 | 151'525 CHF | 153'317 CHF | 100.00% | 100.00% |
10.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 400'000 | 400'000 | 176'805 | 176'805 | 153'960 CHF | 155'736 CHF | 100.00% | 100.00% |
09.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 400'000 | 400'000 | 176'541 | 176'541 | 155'043 CHF | 156'819 CHF | 100.00% | 100.00% |
08.07.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 400'000 | 400'000 | 176'674 | 176'674 | 155'422 CHF | 157'198 CHF | 100.00% | 100.00% |
05.07.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 410'000 | 410'000 | 186'959 | 186'959 | 162'872 CHF | 164'748 CHF | 99.81% | 99.81% |
04.07.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 170'000 | 170'000 | 138'182 | 138'182 | 119'166 CHF | 120'548 CHF | 98.30% | 98.30% |
03.07.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 400'000 | 400'000 | 176'384 | 176'384 | 155'821 CHF | 157'593 CHF | 99.71% | 99.71% |
02.07.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 410'000 | 410'000 | 186'174 | 186'174 | 157'259 CHF | 159'129 CHF | 99.99% | 99.99% |