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 | 1.22% | 0.83 CHF | 0.84 CHF | 390'000 | 390'000 | 384'856 | 384'856 | 313'440 CHF | 317'288 CHF | 100.00% | 100.00% |
12.07.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 300'453 CHF | 304'248 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 390'000 | 390'000 | 385'146 | 385'146 | 312'789 CHF | 316'643 CHF | 99.98% | 99.98% |
10.07.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 390'000 | 390'000 | 399'252 | 399'252 | 357'084 CHF | 361'076 CHF | 100.00% | 100.00% |
09.07.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 357'216 CHF | 361'200 CHF | 99.73% | 99.73% |
08.07.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 327'830 CHF | 331'723 CHF | 99.32% | 99.32% |
05.07.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 390'000 | 390'000 | 388'725 | 388'725 | 320'243 CHF | 324'130 CHF | 100.00% | 100.00% |
04.07.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 329'003 CHF | 332'888 CHF | 99.57% | 99.57% |
03.07.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 333'008 CHF | 336'920 CHF | 100.00% | 100.00% |
02.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 355'928 CHF | 359'936 CHF | 99.38% | 99.38% |