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 | 1.34% | 0.76 CHF | 0.77 CHF | 280'000 | 280'000 | 279'133 | 279'133 | 207'018 CHF | 209'809 CHF | 92.98% | 92.98% |
12.07.2024 | 1.28% | 0.70 CHF | 0.71 CHF | 280'000 | 280'000 | 282'896 | 282'896 | 219'861 CHF | 222'690 CHF | 87.83% | 87.83% |
11.07.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 290'000 | 290'000 | 289'658 | 289'658 | 242'859 CHF | 245'758 CHF | 86.83% | 86.83% |
10.07.2024 | 1.13% | 0.85 CHF | 0.86 CHF | 290'000 | 290'000 | 292'685 | 292'685 | 257'945 CHF | 260'872 CHF | 90.81% | 90.81% |
09.07.2024 | 1.13% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 292'734 | 292'734 | 257'715 CHF | 260'642 CHF | 88.73% | 88.73% |
08.07.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 237'128 CHF | 240'016 CHF | 99.32% | 99.32% |
05.07.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 227'718 CHF | 230'567 CHF | 100.00% | 100.00% |
04.07.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 242'003 CHF | 244'891 CHF | 99.65% | 99.65% |
03.07.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 290'661 | 290'661 | 250'068 CHF | 252'975 CHF | 100.00% | 100.00% |
02.07.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 256'898 CHF | 259'836 CHF | 100.00% | 100.00% |