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 | 1.61% | 0.97 CHF | 0.98 CHF | 310'000 | 310'000 | 138'918 | 138'918 | 133'362 CHF | 135'168 CHF | 100.00% | 100.00% |
12.07.2024 | 1.62% | 0.97 CHF | 0.98 CHF | 310'000 | 310'000 | 136'406 | 136'406 | 129'775 CHF | 131'542 CHF | 99.98% | 99.98% |
11.07.2024 | 1.64% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 134'245 | 134'245 | 125'853 CHF | 127'596 CHF | 99.82% | 99.82% |
10.07.2024 | 1.63% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 134'231 | 134'231 | 126'832 CHF | 128'576 CHF | 99.99% | 99.99% |
09.07.2024 | 1.90% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 134'350 | 134'350 | 124'482 CHF | 126'490 CHF | 99.77% | 99.77% |
08.07.2024 | 1.94% | 0.88 CHF | 0.89 CHF | 290'000 | 290'000 | 132'633 | 132'633 | 119'947 CHF | 121'963 CHF | 99.92% | 99.92% |
05.07.2024 | 1.64% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 133'849 | 133'849 | 125'915 CHF | 127'656 CHF | 99.69% | 99.69% |
04.07.2024 | 1.62% | 0.94 CHF | 0.95 CHF | 120'000 | 120'000 | 96'078 | 96'078 | 89'839 CHF | 91'199 CHF | 99.95% | 99.95% |
03.07.2024 | 1.91% | 0.94 CHF | 0.95 CHF | 300'000 | 300'000 | 134'198 | 134'198 | 125'891 CHF | 127'923 CHF | 100.00% | 100.00% |
02.07.2024 | 1.92% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 133'442 | 133'442 | 123'256 CHF | 125'281 CHF | 100.00% | 100.00% |