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 | 2.38% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 397'124 | 397'124 | 165'213 CHF | 169'184 CHF | 100.00% | 100.00% |
12.07.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 395'000 | 395'000 | 399'072 | 399'072 | 166'808 CHF | 170'798 CHF | 99.99% | 99.99% |
11.07.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 400'000 | 400'000 | 400'029 | 400'029 | 173'106 CHF | 177'108 CHF | 99.85% | 99.85% |
10.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 404'958 | 404'958 | 178'824 CHF | 182'873 CHF | 100.00% | 100.00% |
09.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 405'000 | 405'000 | 401'539 | 401'539 | 175'767 CHF | 179'787 CHF | 99.74% | 99.74% |
08.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 405'000 | 405'000 | 403'684 | 403'684 | 178'643 CHF | 182'680 CHF | 100.00% | 100.00% |
05.07.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 405'000 | 405'000 | 404'455 | 404'455 | 179'100 CHF | 183'144 CHF | 99.81% | 99.81% |
04.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 405'000 | 405'000 | 403'540 | 403'540 | 178'442 CHF | 182'478 CHF | 100.00% | 100.00% |
03.07.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 405'000 | 405'000 | 405'000 | 405'000 | 182'839 CHF | 186'889 CHF | 100.00% | 100.00% |
02.07.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 405'000 | 405'000 | 408'019 | 408'019 | 189'407 CHF | 193'487 CHF | 100.00% | 100.00% |