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 | 1.19% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 88'822 | 88'822 | 76'289 CHF | 77'179 CHF | 100.00% | 100.00% |
12.07.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 86'695 | 86'695 | 72'989 CHF | 73'865 CHF | 100.00% | 100.00% |
11.07.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 88'676 | 88'676 | 79'668 CHF | 80'557 CHF | 100.00% | 100.00% |
10.07.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 205'000 | 205'000 | 91'699 | 91'699 | 85'208 CHF | 86'129 CHF | 99.90% | 99.90% |
09.07.2024 | 1.33% | 0.94 CHF | 0.95 CHF | 210'000 | 210'000 | 89'107 | 89'107 | 83'691 CHF | 84'623 CHF | 99.74% | 99.74% |
08.07.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 210'000 | 210'000 | 91'239 | 91'239 | 85'154 CHF | 86'095 CHF | 99.30% | 99.30% |
05.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 210'000 | 210'000 | 93'269 | 93'269 | 87'541 CHF | 88'476 CHF | 99.89% | 99.89% |
04.07.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 82'000 | 82'000 | 66'101 | 66'101 | 61'714 CHF | 62'375 CHF | 99.59% | 99.59% |
03.07.2024 | 1.20% | 0.95 CHF | 0.96 CHF | 210'000 | 210'000 | 87'261 | 87'261 | 82'809 CHF | 83'747 CHF | 100.00% | 100.00% |
02.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 210'000 | 210'000 | 93'644 | 93'644 | 91'069 CHF | 92'014 CHF | 100.00% | 100.00% |