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 | 3.02% | 0.33 CHF | 0.34 CHF | 235'000 | 235'000 | 234'826 | 234'826 | 76'630 CHF | 78'978 CHF | 99.89% | 99.89% |
12.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 76'755 CHF | 79'117 CHF | 100.00% | 100.00% |
11.07.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 238'877 | 238'877 | 73'257 CHF | 75'648 CHF | 100.00% | 100.00% |
10.07.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 68'124 CHF | 70'542 CHF | 100.00% | 100.00% |
09.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 70'688 CHF | 73'081 CHF | 100.00% | 100.00% |
08.07.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 73'053 CHF | 75'443 CHF | 100.00% | 100.00% |
05.07.2024 | 3.07% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 238'559 | 238'559 | 76'683 CHF | 79'068 CHF | 99.69% | 99.69% |
04.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 240'000 | 240'000 | 238'816 | 238'816 | 75'922 CHF | 78'311 CHF | 96.99% | 96.99% |
03.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 240'000 | 240'000 | 238'985 | 238'985 | 72'704 CHF | 75'094 CHF | 97.46% | 97.46% |
02.07.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 66'273 CHF | 68'713 CHF | 100.00% | 100.00% |