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 | 3.89% | 0.26 CHF | 0.27 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 106'004 CHF | 110'204 CHF | 99.99% | 99.99% |
12.07.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 124'995 CHF | 128'995 CHF | 100.00% | 100.00% |
11.07.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 114'253 CHF | 118'353 CHF | 100.00% | 100.00% |
10.07.2024 | 3.85% | 0.29 CHF | 0.30 CHF | 430'000 | 430'000 | 430'000 | 430'000 | 109'788 CHF | 114'088 CHF | 99.96% | 99.96% |
09.07.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 410'000 | 410'000 | 408'611 | 408'611 | 119'826 CHF | 123'926 CHF | 100.00% | 100.00% |
08.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 370'000 | 370'000 | 369'346 | 369'346 | 120'795 CHF | 124'495 CHF | 99.99% | 99.99% |
05.07.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 144'340 CHF | 147'840 CHF | 100.00% | 100.00% |
04.07.2024 | 2.65% | 0.40 CHF | 0.41 CHF | 360'000 | 360'000 | 359'974 | 360'000 | 134'231 CHF | 137'841 CHF | 100.00% | 100.00% |
03.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 140'659 CHF | 144'559 CHF | 99.81% | 99.81% |
02.07.2024 | 2.35% | 0.39 CHF | 0.40 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 164'122 CHF | 168'022 CHF | 99.99% | 99.99% |