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 | 4.12% | 0.24 CHF | 0.25 CHF | 430'000 | 430'000 | 428'228 | 428'228 | 101'840 CHF | 106'122 CHF | 100.00% | 100.00% |
12.07.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 98'864 CHF | 103'146 CHF | 100.00% | 100.00% |
11.07.2024 | 4.08% | 0.25 CHF | 0.26 CHF | 430'000 | 430'000 | 427'960 | 427'960 | 102'895 CHF | 107'177 CHF | 99.99% | 99.99% |
10.07.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 430'000 | 430'000 | 428'248 | 428'248 | 102'796 CHF | 107'079 CHF | 100.00% | 100.00% |
09.07.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 440'000 | 440'000 | 432'063 | 432'063 | 108'211 CHF | 112'532 CHF | 100.00% | 100.00% |
08.07.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 96'901 CHF | 101'184 CHF | 100.00% | 100.00% |
05.07.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 100'457 CHF | 104'740 CHF | 100.00% | 100.00% |
04.07.2024 | 4.06% | 0.24 CHF | 0.25 CHF | 430'000 | 430'000 | 428'227 | 428'227 | 103'265 CHF | 107'547 CHF | 100.00% | 100.00% |
03.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 430'000 | 430'000 | 433'925 | 433'925 | 111'134 CHF | 115'473 CHF | 100.00% | 100.00% |
02.07.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 440'000 | 440'000 | 438'181 | 438'181 | 117'015 CHF | 121'397 CHF | 100.00% | 100.00% |