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 | 3.20% | 0.29 CHF | 0.30 CHF | 280'000 | 280'000 | 279'240 | 279'240 | 85'880 CHF | 88'673 CHF | 99.99% | 99.99% |
12.07.2024 | 3.61% | 0.36 CHF | 0.37 CHF | 280'000 | 280'000 | 283'001 | 283'001 | 77'519 CHF | 80'349 CHF | 100.00% | 100.00% |
11.07.2024 | 4.55% | 0.24 CHF | 0.25 CHF | 290'000 | 290'000 | 288'472 | 288'472 | 62'186 CHF | 65'073 CHF | 99.99% | 99.99% |
10.07.2024 | 5.57% | 0.21 CHF | 0.22 CHF | 290'000 | 290'000 | 292'818 | 292'818 | 51'464 CHF | 54'392 CHF | 100.00% | 100.00% |
09.07.2024 | 5.59% | 0.14 CHF | 0.15 CHF | 300'000 | 300'000 | 292'901 | 292'901 | 51'559 CHF | 54'488 CHF | 99.73% | 99.73% |
08.07.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 66'029 CHF | 68'916 CHF | 99.27% | 99.27% |
05.07.2024 | 3.90% | 0.22 CHF | 0.23 CHF | 290'000 | 290'000 | 284'906 | 284'906 | 72'071 CHF | 74'920 CHF | 99.99% | 99.99% |
04.07.2024 | 4.48% | 0.23 CHF | 0.24 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 62'989 CHF | 65'877 CHF | 99.61% | 99.61% |
03.07.2024 | 4.91% | 0.22 CHF | 0.23 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 57'968 CHF | 60'875 CHF | 100.00% | 100.00% |
02.07.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 295'000 | 295'000 | 293'783 | 293'783 | 54'241 CHF | 57'179 CHF | 99.98% | 99.98% |