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 | 2.96% | 0.33 CHF | 0.34 CHF | 235'000 | 235'000 | 234'828 | 234'828 | 78'077 CHF | 80'425 CHF | 100.00% | 100.00% |
12.07.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 235'000 | 235'000 | 236'273 | 236'273 | 78'970 CHF | 81'332 CHF | 100.00% | 100.00% |
11.07.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 240'000 | 240'000 | 238'856 | 238'856 | 84'065 CHF | 86'455 CHF | 100.00% | 100.00% |
10.07.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 241'798 | 241'798 | 90'970 CHF | 93'388 CHF | 100.00% | 100.00% |
09.07.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 239'380 | 239'380 | 86'666 CHF | 89'060 CHF | 100.00% | 100.00% |
08.07.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 84'261 CHF | 86'651 CHF | 100.00% | 100.00% |
05.07.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 240'000 | 240'000 | 238'560 | 238'560 | 80'776 CHF | 83'162 CHF | 99.64% | 99.64% |
04.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 240'000 | 240'000 | 238'818 | 238'818 | 81'771 CHF | 84'159 CHF | 97.24% | 97.24% |
03.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 240'000 | 240'000 | 238'971 | 238'971 | 85'099 CHF | 87'489 CHF | 96.18% | 96.18% |
02.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 245'000 | 245'000 | 243'987 | 243'987 | 94'289 CHF | 96'729 CHF | 100.00% | 100.00% |