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 | 1.93% | 0.52 CHF | 0.53 CHF | 220'000 | 220'000 | 218'326 | 218'326 | 114'480 CHF | 116'666 CHF | 99.99% | 99.99% |
12.07.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 217'735 | 217'735 | 114'976 CHF | 117'156 CHF | 100.00% | 100.00% |
11.07.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 220'000 | 220'000 | 217'909 | 217'909 | 116'787 CHF | 118'968 CHF | 100.00% | 100.00% |
10.07.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 220'000 | 220'000 | 217'787 | 217'787 | 118'715 CHF | 120'895 CHF | 100.00% | 100.00% |
09.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 217'678 | 217'678 | 118'677 CHF | 120'861 CHF | 100.00% | 100.00% |
08.07.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 220'000 | 220'000 | 214'993 | 214'993 | 128'082 CHF | 130'238 CHF | 100.00% | 100.00% |
05.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 210'000 | 210'000 | 207'887 | 207'887 | 130'795 CHF | 132'876 CHF | 100.00% | 100.00% |
04.07.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 207'888 | 207'888 | 133'998 CHF | 136'079 CHF | 100.00% | 100.00% |
03.07.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 217'935 | 217'935 | 135'727 CHF | 137'908 CHF | 99.38% | 99.38% |
02.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 220'000 | 220'000 | 221'852 | 221'852 | 120'398 CHF | 122'619 CHF | 99.99% | 99.99% |