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 | 2.56% | 0.39 CHF | 0.40 CHF | 235'000 | 235'000 | 234'827 | 234'827 | 90'652 CHF | 93'000 CHF | 100.00% | 100.00% |
12.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 235'000 | 235'000 | 236'272 | 236'272 | 90'754 CHF | 93'116 CHF | 100.00% | 100.00% |
11.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 240'000 | 240'000 | 238'876 | 238'876 | 87'464 CHF | 89'854 CHF | 100.00% | 100.00% |
10.07.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 82'431 CHF | 84'849 CHF | 100.00% | 100.00% |
09.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 240'000 | 240'000 | 239'382 | 239'382 | 84'840 CHF | 87'234 CHF | 100.00% | 100.00% |
08.07.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 87'079 CHF | 89'469 CHF | 99.99% | 99.99% |
05.07.2024 | 2.60% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 90'792 CHF | 93'177 CHF | 99.81% | 99.81% |
04.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 240'000 | 240'000 | 238'844 | 238'844 | 90'036 CHF | 92'424 CHF | 99.49% | 99.49% |
03.07.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 239'004 | 239'004 | 86'791 CHF | 89'181 CHF | 99.35% | 99.35% |
02.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 80'588 CHF | 83'028 CHF | 100.00% | 100.00% |