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 | 1.20% | 0.82 CHF | 0.83 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 223'690 CHF | 226'390 CHF | 99.92% | 99.92% |
12.07.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 208'464 CHF | 211'264 CHF | 100.00% | 100.00% |
11.07.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 225'667 CHF | 228'467 CHF | 99.91% | 99.91% |
10.07.2024 | 1.14% | 0.81 CHF | 0.82 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 234'666 CHF | 237'366 CHF | 99.88% | 99.88% |
09.07.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 280'000 | 280'000 | 279'016 | 279'016 | 228'683 CHF | 231'483 CHF | 99.72% | 99.72% |
08.07.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 290'000 | 290'000 | 289'474 | 289'474 | 225'579 CHF | 228'479 CHF | 99.99% | 99.99% |
05.07.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 202'860 CHF | 205'860 CHF | 99.90% | 99.90% |
04.07.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 215'077 CHF | 218'077 CHF | 100.00% | 100.00% |
03.07.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 229'218 CHF | 232'218 CHF | 99.87% | 99.87% |
02.07.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 225'828 CHF | 228'928 CHF | 99.09% | 99.09% |