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 | 1.47% | 0.67 CHF | 0.68 CHF | 205'000 | 205'000 | 204'049 | 204'049 | 137'901 CHF | 139'941 CHF | 99.88% | 99.88% |
12.07.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 139'839 CHF | 141'881 CHF | 100.00% | 100.00% |
11.07.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 205'000 | 205'000 | 205'078 | 205'078 | 142'128 CHF | 144'181 CHF | 100.00% | 100.00% |
10.07.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 138'044 CHF | 140'085 CHF | 100.00% | 100.00% |
09.07.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 215'000 | 215'000 | 214'114 | 214'114 | 158'564 CHF | 160'705 CHF | 100.00% | 100.00% |
08.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 156'828 CHF | 158'966 CHF | 100.00% | 100.00% |
05.07.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 215'000 | 215'000 | 214'479 | 214'479 | 161'452 CHF | 163'597 CHF | 99.82% | 99.82% |
04.07.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 220'000 | 220'000 | 222'481 | 222'481 | 176'645 CHF | 178'869 CHF | 95.05% | 95.05% |
03.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 225'000 | 225'000 | 220'950 | 220'950 | 174'544 CHF | 176'753 CHF | 96.28% | 96.28% |
02.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 190'051 CHF | 192'342 CHF | 99.43% | 99.43% |