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 | 1.19% | 0.82 CHF | 0.83 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 233'023 CHF | 235'816 CHF | 99.96% | 99.96% |
12.07.2024 | 1.24% | 0.88 CHF | 0.89 CHF | 280'000 | 280'000 | 283'000 | 283'000 | 226'145 CHF | 228'975 CHF | 99.97% | 99.97% |
11.07.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 290'000 | 290'000 | 288'476 | 288'476 | 212'571 CHF | 215'457 CHF | 99.93% | 99.93% |
10.07.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 202'065 CHF | 204'993 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 292'900 | 292'900 | 202'433 CHF | 205'362 CHF | 99.74% | 99.74% |
08.07.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 216'646 CHF | 219'534 CHF | 99.32% | 99.32% |
05.07.2024 | 1.28% | 0.74 CHF | 0.75 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 221'205 CHF | 224'054 CHF | 99.81% | 99.81% |
04.07.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 213'141 CHF | 216'029 CHF | 99.65% | 99.65% |
03.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 290'000 | 290'000 | 290'659 | 290'659 | 208'084 CHF | 210'990 CHF | 99.95% | 99.95% |
02.07.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 204'885 CHF | 207'822 CHF | 99.99% | 99.99% |