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 | 2.76% | 0.39 CHF | 0.40 CHF | 490'000 | 490'000 | 194'179 | 194'179 | 72'908 CHF | 74'859 CHF | 98.97% | 98.97% |
12.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 490'000 | 490'000 | 202'175 | 202'175 | 81'412 CHF | 83'443 CHF | 100.00% | 100.00% |
11.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 510'000 | 510'000 | 197'251 | 197'251 | 80'826 CHF | 82'816 CHF | 99.83% | 99.83% |
10.07.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 201'592 | 201'592 | 84'226 CHF | 86'256 CHF | 99.92% | 99.92% |
09.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 490'000 | 490'000 | 192'772 | 192'772 | 76'313 CHF | 78'252 CHF | 99.63% | 99.63% |
08.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 203'547 | 203'547 | 86'695 CHF | 88'742 CHF | 99.93% | 99.93% |
05.07.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 540'000 | 540'000 | 209'924 | 209'924 | 95'654 CHF | 97'760 CHF | 99.71% | 99.71% |
04.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 160'000 | 160'000 | 133'200 | 133'200 | 60'818 CHF | 62'150 CHF | 98.71% | 98.71% |
03.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 530'000 | 530'000 | 212'403 | 212'403 | 100'296 CHF | 102'430 CHF | 98.78% | 98.78% |
02.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 530'000 | 530'000 | 211'813 | 211'813 | 104'851 CHF | 106'979 CHF | 100.00% | 100.00% |