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 | 4.03% | 0.23 CHF | 0.24 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 143'439 CHF | 149'339 CHF | 100.00% | 100.00% |
12.07.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 147'642 CHF | 153'342 CHF | 99.85% | 99.85% |
11.07.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 152'690 CHF | 158'190 CHF | 71.50% | 71.50% |
10.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 170'924 CHF | 176'424 CHF | 99.38% | 99.38% |
09.07.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 560'000 | 560'000 | 557'965 | 557'965 | 174'314 CHF | 179'914 CHF | 100.00% | 100.00% |
08.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 570'000 | 570'000 | 569'008 | 569'008 | 169'982 CHF | 175'682 CHF | 100.00% | 100.00% |
05.07.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 173'776 CHF | 179'376 CHF | 99.55% | 99.55% |
04.07.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 182'591 CHF | 188'091 CHF | 100.00% | 100.00% |
03.07.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 190'350 CHF | 195'750 CHF | 99.77% | 99.77% |
02.07.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 212'804 CHF | 218'204 CHF | 99.91% | 99.91% |