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 | 1.34% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 88'821 | 88'821 | 67'767 CHF | 68'657 CHF | 100.00% | 100.00% |
12.07.2024 | 1.38% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 86'696 | 86'696 | 64'502 CHF | 65'378 CHF | 100.00% | 100.00% |
11.07.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 88'674 | 88'674 | 71'156 CHF | 72'045 CHF | 100.00% | 100.00% |
10.07.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 205'000 | 205'000 | 91'701 | 91'701 | 76'260 CHF | 77'181 CHF | 99.90% | 99.90% |
09.07.2024 | 1.48% | 0.85 CHF | 0.86 CHF | 210'000 | 210'000 | 89'109 | 89'109 | 74'940 CHF | 75'872 CHF | 99.73% | 99.73% |
08.07.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 210'000 | 210'000 | 91'254 | 91'254 | 76'294 CHF | 77'236 CHF | 99.26% | 99.26% |
05.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 210'000 | 210'000 | 93'271 | 93'271 | 78'470 CHF | 79'405 CHF | 99.90% | 99.90% |
04.07.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 82'000 | 82'000 | 66'109 | 66'109 | 55'298 CHF | 55'959 CHF | 99.54% | 99.54% |
03.07.2024 | 1.34% | 0.85 CHF | 0.86 CHF | 210'000 | 210'000 | 87'262 | 87'262 | 74'279 CHF | 75'217 CHF | 100.00% | 100.00% |
02.07.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 210'000 | 210'000 | 93'643 | 93'643 | 81'885 CHF | 82'830 CHF | 100.00% | 100.00% |