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 | 1.40% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 88'821 | 88'821 | 64'770 CHF | 65'660 CHF | 100.00% | 100.00% |
12.07.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 61'756 CHF | 62'633 CHF | 100.00% | 100.00% |
11.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 88'676 | 88'676 | 68'165 CHF | 69'054 CHF | 100.00% | 100.00% |
10.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 73'225 CHF | 74'146 CHF | 99.90% | 99.90% |
09.07.2024 | 1.54% | 0.81 CHF | 0.82 CHF | 210'000 | 210'000 | 89'159 | 89'159 | 72'138 CHF | 73'070 CHF | 99.65% | 99.65% |
08.07.2024 | 1.35% | 0.82 CHF | 0.83 CHF | 210'000 | 210'000 | 91'243 | 91'243 | 73'281 CHF | 74'222 CHF | 99.29% | 99.29% |
05.07.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 75'377 CHF | 76'312 CHF | 99.90% | 99.90% |
04.07.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 82'000 | 82'000 | 66'096 | 66'096 | 53'088 CHF | 53'749 CHF | 99.63% | 99.63% |
03.07.2024 | 1.39% | 0.82 CHF | 0.83 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 71'361 CHF | 72'299 CHF | 100.00% | 100.00% |
02.07.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 210'000 | 210'000 | 93'643 | 93'643 | 78'770 CHF | 79'715 CHF | 100.00% | 100.00% |