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 | 1.90% | 0.54 CHF | 0.55 CHF | 390'000 | 390'000 | 384'851 | 384'851 | 200'388 CHF | 204'236 CHF | 100.00% | 100.00% |
12.07.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 380'000 | 380'000 | 379'554 | 379'554 | 189'205 CHF | 193'000 CHF | 100.00% | 100.00% |
11.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 390'000 | 390'000 | 385'133 | 385'133 | 199'941 CHF | 203'795 CHF | 100.00% | 100.00% |
10.07.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 390'000 | 390'000 | 399'251 | 399'251 | 240'152 CHF | 244'145 CHF | 100.00% | 100.00% |
09.07.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 400'000 | 400'000 | 398'346 | 398'346 | 240'679 CHF | 244'662 CHF | 99.73% | 99.73% |
08.07.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 390'000 | 390'000 | 389'325 | 389'325 | 213'976 CHF | 217'869 CHF | 99.31% | 99.31% |
05.07.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 390'000 | 390'000 | 388'725 | 388'725 | 206'139 CHF | 210'027 CHF | 100.00% | 100.00% |
04.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 390'000 | 390'000 | 388'462 | 388'462 | 215'301 CHF | 219'186 CHF | 99.65% | 99.65% |
03.07.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 390'000 | 390'000 | 391'140 | 391'140 | 218'618 CHF | 222'529 CHF | 100.00% | 100.00% |
02.07.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 400'000 | 400'000 | 400'829 | 400'829 | 238'802 CHF | 242'810 CHF | 99.38% | 99.38% |