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 | 1.81% | 0.56 CHF | 0.57 CHF | 280'000 | 280'000 | 279'219 | 279'219 | 152'585 CHF | 155'377 CHF | 97.63% | 97.63% |
12.07.2024 | 1.70% | 0.50 CHF | 0.51 CHF | 280'000 | 280'000 | 282'982 | 282'982 | 165'069 CHF | 167'899 CHF | 96.15% | 96.15% |
11.07.2024 | 1.55% | 0.61 CHF | 0.62 CHF | 290'000 | 290'000 | 288'401 | 288'401 | 185'475 CHF | 188'361 CHF | 95.75% | 95.75% |
10.07.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 292'769 | 292'769 | 201'328 CHF | 204'256 CHF | 95.59% | 95.59% |
09.07.2024 | 1.45% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 292'768 | 292'768 | 200'928 CHF | 203'856 CHF | 95.85% | 95.85% |
08.07.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 290'000 | 290'000 | 288'766 | 288'766 | 181'395 CHF | 184'283 CHF | 96.93% | 96.93% |
05.07.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 290'000 | 290'000 | 284'848 | 284'848 | 172'562 CHF | 175'410 CHF | 95.79% | 95.79% |
04.07.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 290'000 | 290'000 | 288'749 | 288'749 | 186'018 CHF | 188'905 CHF | 95.58% | 95.58% |
03.07.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 290'000 | 290'000 | 290'604 | 290'604 | 193'466 CHF | 196'372 CHF | 95.85% | 95.85% |
02.07.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 295'000 | 295'000 | 293'690 | 293'690 | 199'954 CHF | 202'891 CHF | 92.83% | 92.83% |