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 | 1.89% | 0.83 CHF | 0.84 CHF | 310'000 | 310'000 | 138'915 | 138'915 | 113'952 CHF | 115'758 CHF | 100.00% | 100.00% |
12.07.2024 | 1.90% | 0.83 CHF | 0.84 CHF | 310'000 | 310'000 | 136'406 | 136'406 | 110'742 CHF | 112'510 CHF | 99.98% | 99.98% |
11.07.2024 | 1.92% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 134'226 | 134'226 | 107'158 CHF | 108'901 CHF | 99.85% | 99.85% |
10.07.2024 | 1.91% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 134'271 | 134'271 | 108'182 CHF | 109'925 CHF | 99.99% | 99.99% |
09.07.2024 | 2.23% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 134'368 | 134'368 | 105'786 CHF | 107'795 CHF | 99.74% | 99.74% |
08.07.2024 | 2.29% | 0.74 CHF | 0.75 CHF | 290'000 | 290'000 | 132'134 | 132'134 | 101'133 CHF | 103'146 CHF | 99.63% | 99.63% |
05.07.2024 | 1.93% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 133'863 | 133'863 | 107'238 CHF | 108'979 CHF | 99.69% | 99.69% |
04.07.2024 | 1.91% | 0.80 CHF | 0.81 CHF | 120'000 | 120'000 | 96'099 | 96'099 | 76'408 CHF | 77'768 CHF | 99.93% | 99.93% |
03.07.2024 | 2.25% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 134'173 | 134'173 | 107'082 CHF | 109'114 CHF | 99.98% | 99.98% |
02.07.2024 | 2.26% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 133'279 | 133'279 | 104'414 CHF | 106'437 CHF | 99.90% | 99.90% |