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 | 2.65% | 0.36 CHF | 0.37 CHF | 390'000 | 390'000 | 384'854 | 384'854 | 143'439 CHF | 147'287 CHF | 99.99% | 99.99% |
12.07.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 150'331 CHF | 154'126 CHF | 100.00% | 100.00% |
11.07.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 390'000 | 390'000 | 385'157 | 385'157 | 144'231 CHF | 148'085 CHF | 100.00% | 100.00% |
10.07.2024 | 3.42% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 399'253 | 399'253 | 115'021 CHF | 119'014 CHF | 100.00% | 100.00% |
09.07.2024 | 3.54% | 0.26 CHF | 0.27 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 110'657 CHF | 114'641 CHF | 99.73% | 99.73% |
08.07.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 128'806 CHF | 132'699 CHF | 99.32% | 99.32% |
05.07.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 388'724 | 388'724 | 137'450 CHF | 141'337 CHF | 100.00% | 100.00% |
04.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 390'000 | 390'000 | 388'461 | 388'461 | 127'866 CHF | 131'750 CHF | 99.57% | 99.57% |
03.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 390'000 | 390'000 | 391'141 | 391'141 | 127'128 CHF | 131'040 CHF | 100.00% | 100.00% |
02.07.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 113'422 CHF | 117'431 CHF | 99.38% | 99.38% |