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 | 3.17% | 0.34 CHF | 0.35 CHF | 490'000 | 490'000 | 194'198 | 194'198 | 63'398 CHF | 65'349 CHF | 98.97% | 98.97% |
12.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 490'000 | 490'000 | 202'171 | 202'171 | 71'042 CHF | 73'073 CHF | 100.00% | 100.00% |
11.07.2024 | 2.90% | 0.36 CHF | 0.37 CHF | 510'000 | 510'000 | 197'266 | 197'266 | 70'569 CHF | 72'560 CHF | 99.83% | 99.83% |
10.07.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 201'579 | 201'579 | 73'679 CHF | 75'709 CHF | 99.92% | 99.92% |
09.07.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 490'000 | 490'000 | 192'793 | 192'793 | 66'665 CHF | 68'604 CHF | 99.63% | 99.63% |
08.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 203'541 | 203'541 | 75'962 CHF | 78'010 CHF | 99.93% | 99.93% |
05.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 540'000 | 540'000 | 209'932 | 209'932 | 84'107 CHF | 86'213 CHF | 99.70% | 99.70% |
04.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 160'000 | 160'000 | 133'199 | 133'199 | 53'479 CHF | 54'811 CHF | 98.71% | 98.71% |
03.07.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 530'000 | 530'000 | 212'459 | 212'459 | 88'385 CHF | 90'519 CHF | 98.78% | 98.78% |
02.07.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 530'000 | 530'000 | 211'833 | 211'833 | 92'738 CHF | 94'867 CHF | 100.00% | 100.00% |