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 | 1.51% | 0.66 CHF | 0.67 CHF | 205'000 | 205'000 | 204'049 | 204'049 | 134'371 CHF | 136'411 CHF | 100.00% | 100.00% |
12.07.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 136'514 CHF | 138'556 CHF | 100.00% | 100.00% |
11.07.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 205'000 | 205'000 | 205'078 | 205'078 | 139'346 CHF | 141'398 CHF | 100.00% | 100.00% |
10.07.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 134'827 CHF | 136'868 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 215'000 | 215'000 | 214'113 | 214'113 | 155'079 CHF | 157'220 CHF | 100.00% | 100.00% |
08.07.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 215'000 | 215'000 | 213'727 | 213'727 | 153'863 CHF | 156'001 CHF | 100.00% | 100.00% |
05.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 215'000 | 215'000 | 214'477 | 214'477 | 158'016 CHF | 160'161 CHF | 99.81% | 99.81% |
04.07.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 222'528 | 222'528 | 173'332 CHF | 175'558 CHF | 99.49% | 99.49% |
03.07.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 225'000 | 225'000 | 221'057 | 221'057 | 172'001 CHF | 174'212 CHF | 99.35% | 99.35% |
02.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225'000 | 225'000 | 229'163 | 229'163 | 187'020 CHF | 189'312 CHF | 99.43% | 99.43% |