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 | 2.58% | 0.39 CHF | 0.40 CHF | 585'000 | 585'000 | 585'000 | 585'000 | 223'642 CHF | 229'492 CHF | 100.00% | 100.00% |
12.07.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 585'000 | 585'000 | 585'000 | 585'000 | 220'341 CHF | 226'191 CHF | 100.00% | 100.00% |
11.07.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 482'200 | 482'200 | 482'200 | 482'200 | 217'166 CHF | 221'988 CHF | 100.00% | 100.00% |
10.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 513'500 | 513'500 | 513'500 | 513'500 | 230'796 CHF | 235'931 CHF | 100.00% | 100.00% |
09.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 535'000 | 535'000 | 535'000 | 535'000 | 214'785 CHF | 220'135 CHF | 100.00% | 100.00% |
08.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 607'000 | 607'000 | 607'000 | 607'000 | 219'303 CHF | 225'373 CHF | 100.00% | 100.00% |
05.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 592'800 | 592'800 | 592'800 | 592'800 | 214'542 CHF | 220'470 CHF | 99.93% | 99.93% |
04.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 592'800 | 592'800 | 592'800 | 592'800 | 213'408 CHF | 219'336 CHF | 100.00% | 100.00% |
03.07.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 626'400 | 626'400 | 626'400 | 626'400 | 212'826 CHF | 219'090 CHF | 100.00% | 100.00% |
02.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 681'000 | 681'000 | 681'000 | 681'000 | 205'060 CHF | 211'870 CHF | 100.00% | 100.00% |