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 | 2.03% | 0.49 CHF | 0.50 CHF | 235'000 | 235'000 | 234'828 | 234'828 | 114'554 CHF | 116'903 CHF | 99.48% | 99.48% |
12.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 115'133 CHF | 117'495 CHF | 100.00% | 100.00% |
11.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 238'886 | 238'886 | 120'794 CHF | 123'184 CHF | 100.00% | 100.00% |
10.07.2024 | 1.87% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 128'182 CHF | 130'600 CHF | 100.00% | 100.00% |
09.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 123'676 CHF | 126'070 CHF | 100.00% | 100.00% |
08.07.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 121'036 CHF | 123'426 CHF | 99.99% | 99.99% |
05.07.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 117'511 CHF | 119'897 CHF | 99.82% | 99.82% |
04.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 238'846 | 238'846 | 118'711 CHF | 121'099 CHF | 99.50% | 99.50% |
03.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 238'991 | 238'991 | 121'970 CHF | 124'360 CHF | 98.08% | 98.08% |
02.07.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 131'895 CHF | 134'334 CHF | 100.00% | 100.00% |