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 | 1.15% | 0.94 CHF | 0.95 CHF | 190'000 | 190'000 | 88'179 | 88'179 | 77'769 CHF | 78'652 CHF | 100.00% | 100.00% |
12.07.2024 | 1.32% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 90'221 | 90'221 | 71'018 CHF | 71'922 CHF | 100.00% | 100.00% |
11.07.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 89'013 | 89'013 | 76'209 CHF | 77'101 CHF | 100.00% | 100.00% |
10.07.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 89'426 | 89'426 | 70'874 CHF | 71'770 CHF | 100.00% | 100.00% |
09.07.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 89'461 | 89'461 | 72'813 CHF | 73'709 CHF | 100.00% | 100.00% |
08.07.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 88'772 | 88'772 | 70'828 CHF | 71'717 CHF | 100.00% | 100.00% |
05.07.2024 | 1.55% | 0.75 CHF | 0.76 CHF | 210'000 | 210'000 | 94'971 | 94'971 | 64'537 CHF | 65'488 CHF | 99.89% | 99.89% |
04.07.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 84'000 | 84'000 | 67'511 | 67'511 | 43'532 CHF | 44'208 CHF | 100.00% | 100.00% |
03.07.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 210'000 | 210'000 | 93'805 | 93'805 | 61'306 CHF | 62'246 CHF | 100.00% | 100.00% |
02.07.2024 | 1.60% | 0.67 CHF | 0.68 CHF | 210'000 | 210'000 | 91'150 | 91'150 | 58'844 CHF | 59'757 CHF | 100.00% | 100.00% |