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 | 3.64% | 0.29 CHF | 0.30 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 75'544 CHF | 78'336 CHF | 99.99% | 99.99% |
12.07.2024 | 3.25% | 0.23 CHF | 0.24 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 86'492 CHF | 89'322 CHF | 100.00% | 100.00% |
11.07.2024 | 2.69% | 0.34 CHF | 0.35 CHF | 290'000 | 290'000 | 288'500 | 288'500 | 106'047 CHF | 108'934 CHF | 100.00% | 100.00% |
10.07.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 120'758 CHF | 123'687 CHF | 100.00% | 100.00% |
09.07.2024 | 2.40% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 292'848 | 292'848 | 120'808 CHF | 123'737 CHF | 99.70% | 99.70% |
08.07.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 101'927 CHF | 104'815 CHF | 99.26% | 99.26% |
05.07.2024 | 3.00% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 94'039 CHF | 96'889 CHF | 100.00% | 100.00% |
04.07.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 288'799 | 288'799 | 106'460 CHF | 109'348 CHF | 99.59% | 99.59% |
03.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 113'687 CHF | 116'594 CHF | 100.00% | 100.00% |
02.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 119'474 CHF | 122'412 CHF | 99.99% | 99.99% |