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 | 1.29% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 148'450 | 148'450 | 116'754 CHF | 118'240 CHF | 100.00% | 100.00% |
12.07.2024 | 1.30% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 148'491 | 148'491 | 116'173 CHF | 117'660 CHF | 100.00% | 100.00% |
11.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 148'500 | 148'500 | 110'535 CHF | 112'022 CHF | 99.99% | 99.99% |
10.07.2024 | 1.42% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 158'390 | 158'390 | 112'997 CHF | 114'583 CHF | 100.00% | 100.00% |
09.07.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 160'000 | 160'000 | 158'015 | 158'015 | 111'987 CHF | 113'572 CHF | 100.00% | 100.00% |
08.07.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 160'000 | 160'000 | 158'116 | 158'116 | 115'595 CHF | 117'180 CHF | 100.00% | 100.00% |
05.07.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 160'000 | 160'000 | 158'190 | 158'190 | 114'828 CHF | 116'412 CHF | 100.00% | 100.00% |
04.07.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 160'000 | 160'000 | 158'390 | 158'390 | 114'763 CHF | 116'348 CHF | 100.00% | 100.00% |
03.07.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 170'000 | 170'000 | 168'290 | 168'290 | 115'681 CHF | 117'366 CHF | 100.00% | 100.00% |
02.07.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 160'000 | 160'000 | 158'390 | 158'390 | 106'223 CHF | 107'809 CHF | 99.99% | 99.99% |