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 | 3.61% | 0.26 CHF | 0.27 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 104'754 CHF | 108'602 CHF | 100.00% | 100.00% |
12.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 112'194 CHF | 115'990 CHF | 100.00% | 100.00% |
11.07.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 390'000 | 390'000 | 385'157 | 385'157 | 105'166 CHF | 109'020 CHF | 100.00% | 100.00% |
10.07.2024 | 5.22% | 0.23 CHF | 0.24 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 75'029 CHF | 79'022 CHF | 100.00% | 100.00% |
09.07.2024 | 5.53% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 70'419 CHF | 74'403 CHF | 99.73% | 99.73% |
08.07.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 390'000 | 390'000 | 389'324 | 389'324 | 89'841 CHF | 93'735 CHF | 99.28% | 99.28% |
05.07.2024 | 3.90% | 0.23 CHF | 0.24 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 98'220 CHF | 102'107 CHF | 100.00% | 100.00% |
04.07.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 89'027 CHF | 92'912 CHF | 99.61% | 99.61% |
03.07.2024 | 4.37% | 0.24 CHF | 0.25 CHF | 390'000 | 390'000 | 391'142 | 391'142 | 87'818 CHF | 91'729 CHF | 100.00% | 100.00% |
02.07.2024 | 5.43% | 0.21 CHF | 0.22 CHF | 400'000 | 400'000 | 400'828 | 400'828 | 73'291 CHF | 77'299 CHF | 99.37% | 99.37% |