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 | 1.05% | 1.03 CHF | 1.04 CHF | 190'000 | 190'000 | 88'177 | 88'177 | 85'731 CHF | 86'614 CHF | 100.00% | 100.00% |
12.07.2024 | 1.18% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 90'221 | 90'221 | 79'186 CHF | 80'090 CHF | 100.00% | 100.00% |
11.07.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 89'013 | 89'013 | 84'182 CHF | 85'074 CHF | 100.00% | 100.00% |
10.07.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 89'427 | 89'427 | 78'989 CHF | 79'885 CHF | 100.00% | 100.00% |
09.07.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 89'461 | 89'461 | 80'851 CHF | 81'747 CHF | 100.00% | 100.00% |
08.07.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 88'774 | 88'774 | 78'857 CHF | 79'747 CHF | 100.00% | 100.00% |
05.07.2024 | 1.36% | 0.84 CHF | 0.85 CHF | 210'000 | 210'000 | 94'976 | 94'976 | 73'038 CHF | 73'990 CHF | 99.90% | 99.90% |
04.07.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 84'000 | 84'000 | 67'510 | 67'510 | 49'642 CHF | 50'317 CHF | 100.00% | 100.00% |
03.07.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 210'000 | 210'000 | 93'805 | 93'805 | 69'759 CHF | 70'699 CHF | 100.00% | 100.00% |
02.07.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 210'000 | 210'000 | 91'150 | 91'150 | 67'176 CHF | 68'089 CHF | 100.00% | 100.00% |