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 | 1.36% | 0.76 CHF | 0.77 CHF | 310'000 | 310'000 | 137'941 | 137'941 | 103'307 CHF | 104'689 CHF | 100.00% | 100.00% |
12.07.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 136'227 | 136'227 | 100'034 CHF | 101'399 CHF | 100.00% | 100.00% |
11.07.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 305'000 | 305'000 | 137'210 | 137'210 | 102'823 CHF | 104'198 CHF | 99.82% | 99.82% |
10.07.2024 | 1.34% | 0.77 CHF | 0.78 CHF | 310'000 | 310'000 | 137'717 | 137'717 | 104'776 CHF | 106'156 CHF | 100.00% | 100.00% |
09.07.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300'000 | 300'000 | 136'289 | 136'289 | 100'646 CHF | 102'012 CHF | 99.73% | 99.73% |
08.07.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 305'000 | 305'000 | 133'327 | 133'327 | 95'073 CHF | 96'409 CHF | 100.00% | 100.00% |
05.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 295'000 | 295'000 | 131'724 | 131'724 | 92'782 CHF | 94'102 CHF | 99.70% | 99.70% |
04.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 118'000 | 118'000 | 94'272 | 94'272 | 66'870 CHF | 67'813 CHF | 99.81% | 99.81% |
03.07.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 295'000 | 295'000 | 131'103 | 131'103 | 92'365 CHF | 93'678 CHF | 100.00% | 100.00% |
02.07.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 290'000 | 290'000 | 130'222 | 130'222 | 90'676 CHF | 91'980 CHF | 100.00% | 100.00% |