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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'005 CHF | 85'505 CHF | 100.00% | 100.00% |
11.07.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 89'499 CHF | 90'999 CHF | 100.00% | 100.00% |
10.07.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'337 CHF | 79'587 CHF | 100.00% | 100.00% |
09.07.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 76'152 CHF | 77'402 CHF | 100.00% | 100.00% |
08.07.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'058 CHF | 79'308 CHF | 100.00% | 100.00% |
05.07.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 78'269 CHF | 79'519 CHF | 100.00% | 100.00% |
04.07.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 77'925 CHF | 79'175 CHF | 100.00% | 100.00% |
03.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 80'813 CHF | 82'063 CHF | 100.00% | 100.00% |
02.07.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 85'981 CHF | 87'231 CHF | 100.00% | 100.00% |
01.07.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 83'392 CHF | 84'642 CHF | 100.00% | 100.00% |