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 | 1.09% | 0.98 CHF | 0.99 CHF | 300'000 | 300'000 | 163'755 | 163'755 | 154'948 CHF | 156'592 CHF | 100.00% | 100.00% |
12.07.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 163'751 | 163'751 | 154'817 CHF | 156'461 CHF | 100.00% | 100.00% |
11.07.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 290'000 | 290'000 | 158'885 | 158'885 | 162'901 CHF | 164'496 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 1.03 CHF | 1.04 CHF | 290'000 | 290'000 | 161'621 | 161'621 | 166'158 CHF | 167'781 CHF | 100.00% | 100.00% |
09.07.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 290'000 | 290'000 | 161'337 | 161'337 | 165'640 CHF | 167'263 CHF | 100.00% | 100.00% |
08.07.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 280'000 | 280'000 | 160'886 | 160'886 | 165'517 CHF | 167'134 CHF | 99.83% | 99.83% |
05.07.2024 | 1.04% | 1.05 CHF | 1.06 CHF | 290'000 | 290'000 | 161'871 | 161'871 | 161'929 CHF | 163'555 CHF | 99.88% | 99.88% |
04.07.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 150'000 | 150'000 | 134'049 | 134'049 | 130'692 CHF | 132'032 CHF | 100.00% | 100.00% |
03.07.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 300'000 | 300'000 | 163'739 | 163'739 | 157'072 CHF | 158'716 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 310'000 | 310'000 | 173'590 | 173'590 | 158'877 CHF | 160'620 CHF | 99.99% | 99.99% |