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 | 1.12% | 0.87 CHF | 0.88 CHF | 140'000 | 140'000 | 142'885 | 142'885 | 126'685 CHF | 128'114 CHF | 100.00% | 100.00% |
12.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 140'000 | 140'000 | 141'566 | 141'566 | 124'726 CHF | 126'142 CHF | 100.00% | 100.00% |
11.07.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 140'000 | 140'000 | 139'866 | 139'866 | 120'239 CHF | 121'639 CHF | 99.58% | 99.58% |
10.07.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 140'000 | 140'000 | 137'948 | 137'948 | 114'361 CHF | 115'740 CHF | 100.00% | 100.00% |
09.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 140'000 | 140'000 | 136'593 | 136'593 | 111'853 CHF | 113'219 CHF | 99.70% | 99.70% |
08.07.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 107'618 CHF | 108'972 CHF | 100.00% | 100.00% |
05.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 136'000 | 136'000 | 135'449 | 135'449 | 109'617 CHF | 110'972 CHF | 99.81% | 99.81% |
04.07.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 136'000 | 136'000 | 137'906 | 137'906 | 114'397 CHF | 115'776 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 136'000 | 136'000 | 139'184 | 139'184 | 117'662 CHF | 119'053 CHF | 100.00% | 100.00% |
02.07.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 144'000 | 144'000 | 143'406 | 143'406 | 126'547 CHF | 127'981 CHF | 99.99% | 99.99% |