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 | 2.21% | 0.47 CHF | 0.48 CHF | 280'000 | 280'000 | 279'208 | 279'208 | 125'362 CHF | 128'154 CHF | 96.81% | 96.81% |
12.07.2024 | 2.05% | 0.40 CHF | 0.41 CHF | 280'000 | 280'000 | 282'995 | 282'995 | 137'195 CHF | 140'025 CHF | 97.61% | 97.61% |
11.07.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 290'000 | 290'000 | 288'378 | 288'378 | 157'314 CHF | 160'200 CHF | 94.24% | 94.24% |
10.07.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 290'000 | 290'000 | 292'778 | 292'778 | 172'796 CHF | 175'724 CHF | 95.82% | 95.82% |
09.07.2024 | 1.69% | 0.63 CHF | 0.64 CHF | 300'000 | 300'000 | 292'850 | 292'850 | 172'616 CHF | 175'545 CHF | 92.63% | 92.63% |
08.07.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 290'000 | 290'000 | 288'795 | 288'795 | 153'117 CHF | 156'005 CHF | 99.27% | 99.27% |
05.07.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 290'000 | 290'000 | 284'905 | 284'905 | 144'749 CHF | 147'598 CHF | 99.98% | 99.98% |
04.07.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 290'000 | 290'000 | 288'800 | 288'800 | 157'865 CHF | 160'753 CHF | 99.61% | 99.61% |
03.07.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 290'000 | 290'000 | 290'662 | 290'662 | 165'259 CHF | 168'166 CHF | 100.00% | 100.00% |
02.07.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 295'000 | 295'000 | 293'784 | 293'784 | 171'541 CHF | 174'479 CHF | 100.00% | 100.00% |