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 | 3.79% | 0.27 CHF | 0.28 CHF | 560'000 | 560'000 | 248'877 | 248'877 | 66'630 CHF | 69'131 CHF | 100.00% | 100.00% |
12.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 580'000 | 580'000 | 242'681 | 242'681 | 73'152 CHF | 75'589 CHF | 99.90% | 99.90% |
11.07.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 620'000 | 620'000 | 277'176 | 277'176 | 72'284 CHF | 75'068 CHF | 99.99% | 99.99% |
10.07.2024 | 4.42% | 0.25 CHF | 0.26 CHF | 630'000 | 630'000 | 279'392 | 279'392 | 64'917 CHF | 67'724 CHF | 100.00% | 100.00% |
09.07.2024 | 4.85% | 0.23 CHF | 0.24 CHF | 680'000 | 680'000 | 299'663 | 299'663 | 62'921 CHF | 65'936 CHF | 100.00% | 100.00% |
08.07.2024 | 5.06% | 0.19 CHF | 0.20 CHF | 660'000 | 660'000 | 295'611 | 295'611 | 58'459 CHF | 61'431 CHF | 100.00% | 100.00% |
05.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 650'000 | 650'000 | 291'482 | 291'482 | 62'181 CHF | 65'109 CHF | 99.83% | 99.83% |
04.07.2024 | 4.33% | 0.22 CHF | 0.23 CHF | 260'000 | 260'000 | 206'830 | 206'830 | 46'687 CHF | 48'755 CHF | 100.00% | 100.00% |
03.07.2024 | 4.74% | 0.23 CHF | 0.24 CHF | 670'000 | 670'000 | 297'997 | 297'997 | 64'604 CHF | 67'597 CHF | 100.00% | 100.00% |
02.07.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 710'000 | 710'000 | 317'141 | 317'141 | 59'078 CHF | 62'264 CHF | 100.00% | 100.00% |