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 | 2.29% | 0.43 CHF | 0.44 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 99'005 CHF | 101'296 CHF | 100.00% | 100.00% |
12.07.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 99'547 CHF | 101'838 CHF | 100.00% | 100.00% |
11.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 230'000 | 230'000 | 228'888 | 228'888 | 104'318 CHF | 106'609 CHF | 100.00% | 100.00% |
10.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 230'000 | 230'000 | 238'945 | 238'945 | 113'210 CHF | 115'599 CHF | 100.00% | 100.00% |
09.07.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 114'086 CHF | 116'476 CHF | 100.00% | 100.00% |
08.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 240'000 | 240'000 | 238'661 | 238'661 | 110'474 CHF | 112'861 CHF | 100.00% | 100.00% |
05.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 238'803 | 238'803 | 112'685 CHF | 115'073 CHF | 100.00% | 100.00% |
04.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 113'031 CHF | 115'421 CHF | 100.00% | 100.00% |
03.07.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 118'624 CHF | 121'014 CHF | 100.00% | 100.00% |
02.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 121'156 CHF | 123'546 CHF | 100.00% | 100.00% |