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 | 2.11% | 0.45 CHF | 0.46 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 131'325 CHF | 134'118 CHF | 100.00% | 100.00% |
12.07.2024 | 2.27% | 0.52 CHF | 0.53 CHF | 280'000 | 280'000 | 283'000 | 283'000 | 123'339 CHF | 126'169 CHF | 99.95% | 99.95% |
11.07.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 290'000 | 290'000 | 288'469 | 288'469 | 107'983 CHF | 110'870 CHF | 99.93% | 99.93% |
10.07.2024 | 3.01% | 0.36 CHF | 0.37 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 96'099 CHF | 99'028 CHF | 99.99% | 99.99% |
09.07.2024 | 3.01% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 292'900 | 292'900 | 96'208 CHF | 99'137 CHF | 99.74% | 99.74% |
08.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 288'796 | 288'796 | 112'084 CHF | 114'972 CHF | 99.30% | 99.30% |
05.07.2024 | 2.39% | 0.38 CHF | 0.39 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 117'883 CHF | 120'732 CHF | 99.99% | 99.99% |
04.07.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 108'443 CHF | 111'331 CHF | 99.64% | 99.64% |
03.07.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 102'971 CHF | 105'878 CHF | 100.00% | 100.00% |
02.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 98'872 CHF | 101'810 CHF | 99.97% | 99.97% |