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 | 1.16% | 0.88 CHF | 0.89 CHF | 220'000 | 220'000 | 98'407 | 98'407 | 86'650 CHF | 87'636 CHF | 100.00% | 100.00% |
12.07.2024 | 1.28% | 0.81 CHF | 0.82 CHF | 220'000 | 220'000 | 91'483 | 91'483 | 72'963 CHF | 73'880 CHF | 99.90% | 99.90% |
11.07.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 220'000 | 220'000 | 98'419 | 98'419 | 89'076 CHF | 90'063 CHF | 99.99% | 99.99% |
10.07.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 220'000 | 220'000 | 98'455 | 98'455 | 97'844 CHF | 98'830 CHF | 100.00% | 100.00% |
09.07.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 103'949 CHF | 104'935 CHF | 100.00% | 100.00% |
08.07.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 98'421 | 98'421 | 107'372 CHF | 108'358 CHF | 100.00% | 100.00% |
05.07.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 220'000 | 220'000 | 97'956 | 97'956 | 103'143 CHF | 104'125 CHF | 99.63% | 99.63% |
04.07.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 72'023 CHF | 72'727 CHF | 100.00% | 100.00% |
03.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 220'000 | 220'000 | 98'413 | 98'413 | 103'225 CHF | 104'211 CHF | 100.00% | 100.00% |
02.07.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 220'000 | 220'000 | 98'595 | 98'595 | 113'267 CHF | 114'255 CHF | 100.00% | 100.00% |