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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 294'017 | 294'017 | 107'923 CHF | 110'863 CHF | 100.00% | 100.00% |
11.07.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 299'830 | 299'830 | 117'604 CHF | 120'604 CHF | 99.99% | 99.99% |
10.07.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'012 | 300'012 | 131'849 CHF | 134'849 CHF | 100.00% | 100.00% |
09.07.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 310'000 | 310'000 | 305'575 | 305'575 | 138'682 CHF | 141'741 CHF | 99.74% | 99.74% |
08.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 146'641 CHF | 149'741 CHF | 99.27% | 99.27% |
05.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 310'000 | 310'000 | 305'924 | 305'924 | 139'545 CHF | 142'604 CHF | 100.00% | 100.00% |
04.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 151'228 CHF | 154'328 CHF | 99.55% | 99.55% |
03.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 300'108 | 300'108 | 131'464 CHF | 134'465 CHF | 100.00% | 100.00% |
02.07.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 129'228 CHF | 132'228 CHF | 100.00% | 100.00% |
01.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 124'235 CHF | 127'235 CHF | 89.28% | 89.28% |