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 | 2.26% | 0.45 CHF | 0.46 CHF | 285'000 | 285'000 | 283'700 | 283'700 | 124'231 CHF | 127'068 CHF | 99.83% | 99.83% |
12.07.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 280'000 | 280'000 | 278'814 | 278'814 | 115'383 CHF | 118'171 CHF | 100.00% | 100.00% |
11.07.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 280'000 | 280'000 | 283'281 | 283'281 | 123'639 CHF | 126'474 CHF | 100.00% | 100.00% |
10.07.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 285'000 | 285'000 | 289'758 | 289'758 | 137'277 CHF | 140'175 CHF | 100.00% | 100.00% |
09.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 295'000 | 295'000 | 292'208 | 292'208 | 141'997 CHF | 144'920 CHF | 100.00% | 100.00% |
08.07.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 295'000 | 295'000 | 293'665 | 293'665 | 143'199 CHF | 146'136 CHF | 100.00% | 100.00% |
05.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 295'000 | 295'000 | 289'672 | 289'672 | 137'015 CHF | 139'912 CHF | 97.65% | 97.65% |
04.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 290'000 | 290'000 | 289'657 | 289'657 | 138'674 CHF | 141'570 CHF | 90.83% | 90.83% |
03.07.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 290'000 | 290'000 | 288'754 | 288'754 | 134'453 CHF | 137'340 CHF | 95.93% | 95.93% |
02.07.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 295'000 | 295'000 | 293'676 | 293'676 | 143'414 CHF | 146'351 CHF | 100.00% | 100.00% |