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 | 2.57% | 0.39 CHF | 0.40 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 87'993 CHF | 90'283 CHF | 100.00% | 100.00% |
12.07.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 88'573 CHF | 90'864 CHF | 100.00% | 100.00% |
11.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 228'888 | 228'888 | 93'495 CHF | 95'785 CHF | 99.99% | 99.99% |
10.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 230'000 | 230'000 | 238'945 | 238'945 | 101'784 CHF | 104'174 CHF | 100.00% | 100.00% |
09.07.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 103'084 CHF | 105'474 CHF | 100.00% | 100.00% |
08.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 240'000 | 240'000 | 238'662 | 238'662 | 99'436 CHF | 101'822 CHF | 100.00% | 100.00% |
05.07.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 238'803 | 238'803 | 101'227 CHF | 103'615 CHF | 100.00% | 100.00% |
04.07.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 101'900 CHF | 104'290 CHF | 100.00% | 100.00% |
03.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 107'472 CHF | 109'863 CHF | 100.00% | 100.00% |
02.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 109'783 CHF | 112'173 CHF | 100.00% | 100.00% |