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% | 0.69 CHF | 0.70 CHF | 220'000 | 220'000 | 98'408 | 98'408 | 68'125 CHF | 69'111 CHF | 100.00% | 100.00% |
12.07.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 220'000 | 220'000 | 91'478 | 91'478 | 55'778 CHF | 56'694 CHF | 99.90% | 99.90% |
11.07.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 220'000 | 220'000 | 98'406 | 98'406 | 70'525 CHF | 71'512 CHF | 99.98% | 99.98% |
10.07.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 79'181 CHF | 80'167 CHF | 100.00% | 100.00% |
09.07.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 85'366 CHF | 86'352 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 220'000 | 220'000 | 98'420 | 98'420 | 88'933 CHF | 89'919 CHF | 100.00% | 100.00% |
05.07.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 220'000 | 220'000 | 97'959 | 97'959 | 84'609 CHF | 85'591 CHF | 99.63% | 99.63% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 58'646 CHF | 59'351 CHF | 100.00% | 100.00% |
03.07.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 84'545 CHF | 85'531 CHF | 100.00% | 100.00% |
02.07.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 220'000 | 220'000 | 98'594 | 98'594 | 94'539 CHF | 95'527 CHF | 100.00% | 100.00% |