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 | 2.90% | 0.36 CHF | 0.37 CHF | 340'000 | 340'000 | 110'947 | 110'947 | 39'000 CHF | 40'115 CHF | 98.88% | 98.88% |
12.07.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 340'000 | 340'000 | 110'058 | 110'058 | 39'131 CHF | 40'236 CHF | 100.00% | 100.00% |
11.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 310'000 | 310'000 | 94'864 | 94'864 | 38'330 CHF | 39'290 CHF | 99.99% | 99.99% |
10.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 94'344 | 94'344 | 39'442 CHF | 40'390 CHF | 99.90% | 99.90% |
09.07.2024 | 2.39% | 0.46 CHF | 0.47 CHF | 290'000 | 290'000 | 92'124 | 92'124 | 40'963 CHF | 41'890 CHF | 99.98% | 99.98% |
08.07.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 94'211 | 94'211 | 39'935 CHF | 40'882 CHF | 99.98% | 99.98% |
05.07.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 94'460 | 94'460 | 40'155 CHF | 41'103 CHF | 99.70% | 99.70% |
04.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 44'112 | 44'112 | 18'710 CHF | 19'151 CHF | 94.02% | 94.02% |
03.07.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 290'000 | 290'000 | 90'191 | 90'191 | 40'542 CHF | 41'449 CHF | 99.52% | 99.52% |
02.07.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 290'000 | 290'000 | 92'112 | 92'112 | 39'608 CHF | 40'533 CHF | 100.00% | 100.00% |