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 | 1.80% | 0.88 CHF | 0.89 CHF | 310'000 | 310'000 | 138'918 | 138'918 | 119'809 CHF | 121'615 CHF | 100.00% | 100.00% |
12.07.2024 | 1.81% | 0.87 CHF | 0.88 CHF | 310'000 | 310'000 | 136'391 | 136'391 | 116'629 CHF | 118'397 CHF | 99.97% | 99.97% |
11.07.2024 | 1.82% | 0.83 CHF | 0.84 CHF | 300'000 | 300'000 | 134'244 | 134'244 | 113'063 CHF | 114'806 CHF | 99.82% | 99.82% |
10.07.2024 | 1.81% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 134'248 | 134'248 | 114'019 CHF | 115'762 CHF | 100.00% | 100.00% |
09.07.2024 | 2.11% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 134'355 | 134'355 | 111'669 CHF | 113'678 CHF | 99.76% | 99.76% |
08.07.2024 | 2.17% | 0.79 CHF | 0.80 CHF | 290'000 | 290'000 | 132'635 | 132'635 | 107'233 CHF | 109'249 CHF | 99.92% | 99.92% |
05.07.2024 | 1.83% | 0.84 CHF | 0.85 CHF | 300'000 | 300'000 | 133'873 | 133'873 | 113'013 CHF | 114'754 CHF | 99.70% | 99.70% |
04.07.2024 | 1.81% | 0.84 CHF | 0.85 CHF | 120'000 | 120'000 | 96'078 | 96'078 | 80'690 CHF | 82'050 CHF | 99.95% | 99.95% |
03.07.2024 | 2.14% | 0.85 CHF | 0.86 CHF | 300'000 | 300'000 | 134'198 | 134'198 | 112'701 CHF | 114'733 CHF | 100.00% | 100.00% |
02.07.2024 | 2.15% | 0.82 CHF | 0.83 CHF | 300'000 | 300'000 | 133'429 | 133'429 | 110'164 CHF | 112'188 CHF | 99.99% | 99.99% |