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 | 1.84% | 0.55 CHF | 0.56 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 301'936 CHF | 307'536 CHF | 100.00% | 100.00% |
12.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 295'229 CHF | 300'829 CHF | 99.85% | 99.85% |
11.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 291'485 CHF | 297'185 CHF | 71.51% | 71.51% |
10.07.2024 | 2.05% | 0.49 CHF | 0.50 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 279'544 CHF | 285'344 CHF | 99.38% | 99.38% |
09.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 570'000 | 570'000 | 567'915 | 567'915 | 273'240 CHF | 278'940 CHF | 100.00% | 100.00% |
08.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 580'000 | 580'000 | 578'990 | 578'990 | 287'696 CHF | 293'496 CHF | 100.00% | 100.00% |
05.07.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 284'580 CHF | 290'380 CHF | 99.56% | 99.56% |
04.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 275'028 CHF | 280'828 CHF | 100.00% | 100.00% |
03.07.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 274'395 CHF | 280'295 CHF | 99.77% | 99.77% |
02.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 257'090 CHF | 262'990 CHF | 99.91% | 99.91% |