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 | 1.55% | 0.67 CHF | 0.68 CHF | 310'000 | 310'000 | 137'939 | 137'939 | 90'761 CHF | 92'143 CHF | 100.00% | 100.00% |
12.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300'000 | 300'000 | 136'217 | 136'217 | 87'684 CHF | 89'048 CHF | 100.00% | 100.00% |
11.07.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 305'000 | 305'000 | 137'207 | 137'207 | 90'241 CHF | 91'617 CHF | 99.82% | 99.82% |
10.07.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 310'000 | 310'000 | 137'719 | 137'719 | 92'195 CHF | 93'575 CHF | 100.00% | 100.00% |
09.07.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 136'293 | 136'293 | 88'235 CHF | 89'600 CHF | 99.73% | 99.73% |
08.07.2024 | 1.65% | 0.65 CHF | 0.66 CHF | 305'000 | 305'000 | 133'328 | 133'328 | 82'938 CHF | 84'274 CHF | 100.00% | 100.00% |
05.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 295'000 | 295'000 | 131'723 | 131'723 | 80'810 CHF | 82'129 CHF | 99.70% | 99.70% |
04.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 118'000 | 118'000 | 94'272 | 94'272 | 58'079 CHF | 59'022 CHF | 99.81% | 99.81% |
03.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 295'000 | 295'000 | 131'103 | 131'103 | 80'211 CHF | 81'525 CHF | 100.00% | 100.00% |
02.07.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 290'000 | 290'000 | 130'223 | 130'223 | 78'738 CHF | 80'042 CHF | 100.00% | 100.00% |