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 | 1.30% | 0.78 CHF | 0.79 CHF | 220'000 | 220'000 | 98'387 | 98'387 | 77'035 CHF | 78'022 CHF | 99.98% | 99.98% |
12.07.2024 | 1.46% | 0.72 CHF | 0.73 CHF | 220'000 | 220'000 | 91'487 | 91'487 | 64'102 CHF | 65'019 CHF | 99.90% | 99.90% |
11.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 220'000 | 220'000 | 98'406 | 98'406 | 79'447 CHF | 80'433 CHF | 99.98% | 99.98% |
10.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 220'000 | 220'000 | 98'456 | 98'456 | 88'163 CHF | 89'149 CHF | 100.00% | 100.00% |
09.07.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 220'000 | 220'000 | 98'412 | 98'412 | 94'409 CHF | 95'395 CHF | 100.00% | 100.00% |
08.07.2024 | 1.03% | 1.01 CHF | 1.02 CHF | 220'000 | 220'000 | 98'417 | 98'417 | 97'922 CHF | 98'908 CHF | 100.00% | 100.00% |
05.07.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 220'000 | 220'000 | 97'960 | 97'960 | 93'627 CHF | 94'609 CHF | 99.63% | 99.63% |
04.07.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 88'000 | 88'000 | 70'462 | 70'462 | 65'084 CHF | 65'789 CHF | 100.00% | 100.00% |
03.07.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 220'000 | 220'000 | 98'410 | 98'410 | 93'567 CHF | 94'552 CHF | 100.00% | 100.00% |
02.07.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 220'000 | 220'000 | 98'594 | 98'594 | 103'576 CHF | 104'563 CHF | 100.00% | 100.00% |