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 | 2.04% | 0.50 CHF | 0.51 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 251'945 CHF | 257'145 CHF | 100.00% | 100.00% |
12.07.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 248'380 CHF | 253'680 CHF | 99.85% | 99.85% |
11.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 238'664 CHF | 243'964 CHF | 71.51% | 71.51% |
10.07.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 530'000 | 530'000 | 530'000 | 530'000 | 219'986 CHF | 225'286 CHF | 99.38% | 99.38% |
09.07.2024 | 2.40% | 0.40 CHF | 0.41 CHF | 530'000 | 530'000 | 528'074 | 528'074 | 218'603 CHF | 223'903 CHF | 100.00% | 100.00% |
08.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 530'000 | 530'000 | 529'087 | 529'087 | 226'936 CHF | 232'236 CHF | 99.99% | 99.99% |
05.07.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 227'864 CHF | 233'264 CHF | 99.56% | 99.56% |
04.07.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 221'155 CHF | 226'655 CHF | 100.00% | 100.00% |
03.07.2024 | 2.57% | 0.41 CHF | 0.42 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 214'967 CHF | 220'567 CHF | 99.77% | 99.77% |
02.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 196'153 CHF | 201'753 CHF | 99.92% | 99.92% |