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 | 2.70% | 0.37 CHF | 0.38 CHF | 210'000 | 210'000 | 209'137 | 209'137 | 76'543 CHF | 78'635 CHF | 100.00% | 100.00% |
12.07.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 210'000 | 210'000 | 211'910 | 211'910 | 77'486 CHF | 79'605 CHF | 100.00% | 100.00% |
11.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 220'000 | 220'000 | 221'458 | 221'458 | 78'036 CHF | 80'250 CHF | 99.99% | 99.99% |
10.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 224'600 | 224'600 | 224'032 | 224'032 | 77'624 CHF | 79'864 CHF | 100.00% | 100.00% |
09.07.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 222'100 | 222'100 | 223'077 | 223'077 | 75'493 CHF | 77'724 CHF | 100.00% | 100.00% |
08.07.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 221'900 | 221'900 | 220'990 | 220'990 | 76'888 CHF | 79'098 CHF | 100.00% | 100.00% |
05.07.2024 | 2.76% | 0.35 CHF | 0.36 CHF | 220'400 | 220'400 | 217'141 | 217'141 | 77'617 CHF | 79'788 CHF | 99.81% | 99.81% |
04.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 223'700 | 223'700 | 222'396 | 222'396 | 78'159 CHF | 80'383 CHF | 99.49% | 99.49% |
03.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 230'800 | 230'800 | 229'861 | 229'861 | 79'572 CHF | 81'870 CHF | 99.35% | 99.35% |
02.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 232'300 | 232'300 | 233'105 | 233'105 | 74'768 CHF | 77'100 CHF | 99.99% | 99.99% |