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 | 2.41% | 0.44 CHF | 0.45 CHF | 600'000 | 600'000 | 235'463 | 235'463 | 101'275 CHF | 103'640 CHF | 98.97% | 98.97% |
12.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 590'000 | 590'000 | 241'310 | 241'310 | 110'294 CHF | 112'718 CHF | 100.00% | 100.00% |
11.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 620'000 | 620'000 | 245'647 | 245'647 | 113'808 CHF | 116'286 CHF | 99.83% | 99.83% |
10.07.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 610'000 | 610'000 | 245'956 | 245'956 | 115'938 CHF | 118'415 CHF | 99.92% | 99.92% |
09.07.2024 | 2.27% | 0.46 CHF | 0.47 CHF | 600'000 | 600'000 | 234'149 | 234'149 | 105'091 CHF | 107'447 CHF | 99.64% | 99.64% |
08.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 560'000 | 560'000 | 226'435 | 226'435 | 108'459 CHF | 110'737 CHF | 99.93% | 99.93% |
05.07.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 600'000 | 600'000 | 234'592 | 234'592 | 119'741 CHF | 122'095 CHF | 99.72% | 99.72% |
04.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 180'000 | 180'000 | 147'834 | 147'834 | 75'396 CHF | 76'874 CHF | 98.72% | 98.72% |
03.07.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 590'000 | 590'000 | 233'543 | 233'543 | 122'612 CHF | 124'978 CHF | 98.78% | 98.78% |
02.07.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 570'000 | 570'000 | 223'608 | 223'608 | 122'281 CHF | 124'527 CHF | 100.00% | 100.00% |