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 | 1.06% | 0.92 CHF | 0.93 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 261'658 CHF | 264'450 CHF | 100.00% | 100.00% |
12.07.2024 | 1.10% | 0.99 CHF | 1.00 CHF | 280'000 | 280'000 | 283'000 | 283'000 | 255'310 CHF | 258'140 CHF | 99.99% | 99.99% |
11.07.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 290'000 | 290'000 | 288'487 | 288'487 | 242'037 CHF | 244'923 CHF | 99.89% | 99.89% |
10.07.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 231'976 CHF | 234'904 CHF | 100.00% | 100.00% |
09.07.2024 | 1.25% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 292'900 | 292'900 | 232'270 CHF | 235'199 CHF | 99.73% | 99.73% |
08.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 245'905 CHF | 248'793 CHF | 99.32% | 99.32% |
05.07.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 284'905 | 284'905 | 250'290 CHF | 253'139 CHF | 99.86% | 99.86% |
04.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 242'643 CHF | 245'531 CHF | 99.66% | 99.66% |
03.07.2024 | 1.22% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 237'676 CHF | 240'583 CHF | 100.00% | 100.00% |
02.07.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 234'792 CHF | 237'730 CHF | 100.00% | 100.00% |