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 | 2.11% | 0.47 CHF | 0.48 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 207'098 CHF | 211'518 CHF | 100.00% | 100.00% |
12.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 211'272 CHF | 215'692 CHF | 100.00% | 100.00% |
11.07.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 466'000 | 466'000 | 465'647 | 465'647 | 234'715 CHF | 239'375 CHF | 100.00% | 100.00% |
10.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 466'000 | 466'000 | 466'000 | 466'000 | 236'955 CHF | 241'615 CHF | 100.00% | 100.00% |
09.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 466'000 | 466'000 | 459'881 | 459'881 | 229'613 CHF | 234'211 CHF | 100.00% | 100.00% |
08.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 213'816 CHF | 218'236 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 208'572 CHF | 212'992 CHF | 99.82% | 99.82% |
04.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 207'850 CHF | 212'270 CHF | 99.50% | 99.50% |
03.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 442'000 | 442'000 | 442'000 | 442'000 | 209'112 CHF | 213'532 CHF | 99.36% | 99.36% |
02.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 466'000 | 466'000 | 445'356 | 445'356 | 217'850 CHF | 222'304 CHF | 100.00% | 100.00% |