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% | 0.93 CHF | 0.94 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 351'064 CHF | 354'912 CHF | 100.00% | 100.00% |
12.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 337'509 CHF | 341'305 CHF | 100.00% | 100.00% |
11.07.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 390'000 | 390'000 | 385'141 | 385'141 | 350'331 CHF | 354'185 CHF | 100.00% | 100.00% |
10.07.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 395'702 CHF | 399'694 CHF | 100.00% | 100.00% |
09.07.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 395'824 CHF | 399'808 CHF | 99.74% | 99.74% |
08.07.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 365'474 CHF | 369'368 CHF | 99.32% | 99.32% |
05.07.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 357'739 CHF | 361'627 CHF | 100.00% | 100.00% |
04.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 366'789 CHF | 370'674 CHF | 99.66% | 99.66% |
03.07.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 371'114 CHF | 375'026 CHF | 100.00% | 100.00% |
02.07.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 394'609 CHF | 398'617 CHF | 99.38% | 99.38% |