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 | 3.70% | 0.28 CHF | 0.29 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 74'343 CHF | 77'135 CHF | 100.00% | 100.00% |
12.07.2024 | 3.27% | 0.23 CHF | 0.24 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 85'711 CHF | 88'541 CHF | 100.00% | 100.00% |
11.07.2024 | 2.72% | 0.33 CHF | 0.34 CHF | 290'000 | 290'000 | 288'496 | 288'496 | 104'759 CHF | 107'645 CHF | 99.88% | 99.88% |
10.07.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 119'583 CHF | 122'512 CHF | 100.00% | 100.00% |
09.07.2024 | 2.43% | 0.45 CHF | 0.46 CHF | 300'000 | 300'000 | 292'901 | 292'901 | 119'331 CHF | 122'260 CHF | 99.74% | 99.74% |
08.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 100'768 CHF | 103'656 CHF | 99.32% | 99.32% |
05.07.2024 | 3.03% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 92'973 CHF | 95'822 CHF | 99.98% | 99.98% |
04.07.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 105'391 CHF | 108'279 CHF | 99.63% | 99.63% |
03.07.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 290'661 | 290'661 | 112'289 CHF | 115'196 CHF | 99.97% | 99.97% |
02.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 118'232 CHF | 121'170 CHF | 100.00% | 100.00% |