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 | 1.75% | 0.57 CHF | 0.58 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 164'400 CHF | 167'300 CHF | 99.92% | 99.92% |
12.07.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 189'116 CHF | 192'016 CHF | 99.89% | 99.89% |
11.07.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 173'821 CHF | 176'721 CHF | 99.93% | 99.93% |
10.07.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 166'353 CHF | 169'353 CHF | 99.90% | 99.90% |
09.07.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 290'000 | 290'000 | 289'023 | 289'023 | 175'049 CHF | 177'949 CHF | 100.00% | 100.00% |
08.07.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 289'489 | 289'489 | 187'600 CHF | 190'500 CHF | 100.00% | 100.00% |
05.07.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 213'080 CHF | 215'880 CHF | 99.85% | 99.85% |
04.07.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 210'307 CHF | 213'207 CHF | 100.00% | 100.00% |
03.07.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 202'593 CHF | 205'493 CHF | 99.91% | 99.91% |
02.07.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 229'279 CHF | 232'279 CHF | 100.00% | 100.00% |