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 | 2.21% | 0.45 CHF | 0.46 CHF | 235'000 | 235'000 | 234'828 | 234'828 | 105'096 CHF | 107'444 CHF | 100.00% | 100.00% |
12.07.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 235'000 | 235'000 | 236'272 | 236'272 | 105'606 CHF | 107'969 CHF | 100.00% | 100.00% |
11.07.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 238'881 | 238'881 | 102'396 CHF | 104'786 CHF | 100.00% | 100.00% |
10.07.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 241'797 | 241'797 | 97'314 CHF | 99'732 CHF | 100.00% | 100.00% |
09.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 99'638 CHF | 102'032 CHF | 100.00% | 100.00% |
08.07.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 101'944 CHF | 104'334 CHF | 100.00% | 100.00% |
05.07.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 240'000 | 240'000 | 238'562 | 238'562 | 105'671 CHF | 108'056 CHF | 99.81% | 99.81% |
04.07.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 238'750 | 238'750 | 104'929 CHF | 107'317 CHF | 92.00% | 92.00% |
03.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 238'922 | 238'922 | 101'770 CHF | 104'159 CHF | 91.76% | 91.76% |
02.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 245'000 | 245'000 | 243'988 | 243'988 | 95'705 CHF | 98'145 CHF | 100.00% | 100.00% |