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 | 3.12% | 0.33 CHF | 0.34 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 173'661 CHF | 179'161 CHF | 100.00% | 100.00% |
12.07.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 171'512 CHF | 177'212 CHF | 99.85% | 99.85% |
11.07.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 165'150 CHF | 170'950 CHF | 71.49% | 71.49% |
10.07.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 590'000 | 590'000 | 590'000 | 590'000 | 148'844 CHF | 154'744 CHF | 99.38% | 99.38% |
09.07.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 590'000 | 590'000 | 587'728 | 587'728 | 148'014 CHF | 153'914 CHF | 100.00% | 100.00% |
08.07.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 590'000 | 590'000 | 588'976 | 588'976 | 157'091 CHF | 162'991 CHF | 100.00% | 100.00% |
05.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 600'000 | 600'000 | 600'000 | 600'000 | 156'938 CHF | 162'938 CHF | 99.56% | 99.56% |
04.07.2024 | 4.01% | 0.26 CHF | 0.27 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 151'354 CHF | 157'554 CHF | 100.00% | 100.00% |
03.07.2024 | 4.26% | 0.25 CHF | 0.26 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 147'369 CHF | 153'769 CHF | 99.77% | 99.77% |
02.07.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 650'000 | 650'000 | 650'000 | 650'000 | 132'408 CHF | 138'908 CHF | 99.93% | 99.93% |