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 | 1.54% | 0.63 CHF | 0.64 CHF | 140'000 | 140'000 | 142'886 | 142'886 | 92'246 CHF | 93'675 CHF | 100.00% | 100.00% |
12.07.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 140'000 | 140'000 | 141'565 | 141'565 | 90'501 CHF | 91'917 CHF | 100.00% | 100.00% |
11.07.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 140'000 | 140'000 | 139'868 | 139'868 | 86'578 CHF | 87'978 CHF | 99.64% | 99.64% |
10.07.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 140'000 | 140'000 | 137'949 | 137'949 | 81'205 CHF | 82'585 CHF | 100.00% | 100.00% |
09.07.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 78'992 CHF | 80'358 CHF | 99.74% | 99.74% |
08.07.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 75'088 CHF | 76'443 CHF | 100.00% | 100.00% |
05.07.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 76'900 CHF | 78'254 CHF | 99.81% | 99.81% |
04.07.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 81'237 CHF | 82'617 CHF | 100.00% | 100.00% |
03.07.2024 | 1.64% | 0.59 CHF | 0.60 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 84'156 CHF | 85'548 CHF | 100.00% | 100.00% |
02.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 92'145 CHF | 93'579 CHF | 100.00% | 100.00% |