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 | 1.22% | 0.85 CHF | 0.86 CHF | 310'000 | 310'000 | 137'944 | 137'944 | 115'751 CHF | 117'133 CHF | 100.00% | 100.00% |
12.07.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 136'216 | 136'216 | 112'331 CHF | 113'696 CHF | 100.00% | 100.00% |
11.07.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 305'000 | 305'000 | 137'189 | 137'189 | 115'176 CHF | 116'551 CHF | 99.84% | 99.84% |
10.07.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 310'000 | 310'000 | 137'720 | 137'720 | 117'373 CHF | 118'752 CHF | 100.00% | 100.00% |
09.07.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 136'936 | 136'936 | 113'527 CHF | 114'899 CHF | 98.66% | 98.66% |
08.07.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 305'000 | 305'000 | 133'328 | 133'328 | 107'118 CHF | 108'454 CHF | 100.00% | 100.00% |
05.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 295'000 | 295'000 | 131'729 | 131'729 | 104'887 CHF | 106'206 CHF | 99.70% | 99.70% |
04.07.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 118'000 | 118'000 | 94'271 | 94'271 | 75'397 CHF | 76'339 CHF | 99.81% | 99.81% |
03.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 295'000 | 295'000 | 131'103 | 131'103 | 104'226 CHF | 105'540 CHF | 100.00% | 100.00% |
02.07.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 290'000 | 290'000 | 130'210 | 130'210 | 102'481 CHF | 103'785 CHF | 99.99% | 99.99% |