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 | 2.93% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 110'897 CHF | 114'197 CHF | 100.00% | 100.00% |
12.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 108'066 CHF | 111'366 CHF | 99.92% | 99.92% |
11.07.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 108'042 CHF | 111'442 CHF | 99.02% | 99.02% |
10.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 104'146 CHF | 107'546 CHF | 100.00% | 100.00% |
09.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 338'768 | 338'559 | 104'719 CHF | 108'053 CHF | 100.00% | 100.00% |
08.07.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 340'000 | 340'000 | 339'420 | 339'420 | 112'127 CHF | 115'527 CHF | 100.00% | 100.00% |
05.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 108'478 CHF | 111'978 CHF | 99.81% | 99.81% |
04.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 105'720 CHF | 109'320 CHF | 100.00% | 100.00% |
03.07.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 103'011 CHF | 106'711 CHF | 99.95% | 99.95% |
02.07.2024 | 3.65% | 0.28 CHF | 0.28 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 96'896 CHF | 100'496 CHF | 99.98% | 99.98% |