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 | 1.96% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 224'183 | 224'183 | 113'246 CHF | 115'488 CHF | 99.76% | 99.76% |
12.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 224'000 | 224'000 | 224'651 | 224'651 | 113'628 CHF | 115'874 CHF | 100.00% | 100.00% |
11.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 227'232 | 227'232 | 116'093 CHF | 118'366 CHF | 100.00% | 100.00% |
10.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 227'235 | 227'235 | 115'746 CHF | 118'018 CHF | 100.00% | 100.00% |
09.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 228'000 | 228'000 | 229'334 | 229'334 | 119'163 CHF | 121'457 CHF | 100.00% | 100.00% |
08.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 224'000 | 224'000 | 227'650 | 227'650 | 115'732 CHF | 118'008 CHF | 100.00% | 100.00% |
05.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 227'999 | 227'999 | 116'596 CHF | 118'876 CHF | 99.72% | 99.72% |
04.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 228'000 | 228'000 | 116'281 CHF | 118'561 CHF | 99.47% | 99.47% |
03.07.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 227'317 | 227'317 | 115'618 CHF | 117'891 CHF | 96.80% | 96.80% |
02.07.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 228'000 | 228'000 | 217'667 | 217'667 | 111'052 CHF | 113'252 CHF | 100.00% | 100.00% |