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 | 2.69% | 0.40 CHF | 0.41 CHF | 610'000 | 610'000 | 237'593 | 237'593 | 91'273 CHF | 93'660 CHF | 98.97% | 98.97% |
12.07.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 610'000 | 610'000 | 245'574 | 245'574 | 100'317 CHF | 102'784 CHF | 100.00% | 100.00% |
11.07.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 630'000 | 630'000 | 248'179 | 248'179 | 103'061 CHF | 105'565 CHF | 99.83% | 99.83% |
10.07.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 620'000 | 620'000 | 248'286 | 248'286 | 104'871 CHF | 107'371 CHF | 99.92% | 99.92% |
09.07.2024 | 2.53% | 0.41 CHF | 0.42 CHF | 610'000 | 610'000 | 243'922 | 243'922 | 98'097 CHF | 100'550 CHF | 99.64% | 99.64% |
08.07.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 590'000 | 590'000 | 240'482 | 240'482 | 103'378 CHF | 105'797 CHF | 99.92% | 99.92% |
05.07.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 640'000 | 640'000 | 249'125 | 249'125 | 113'951 CHF | 116'450 CHF | 99.71% | 99.71% |
04.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 190'000 | 190'000 | 157'838 | 157'838 | 72'675 CHF | 74'254 CHF | 98.71% | 98.71% |
03.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 620'000 | 620'000 | 249'297 | 249'297 | 118'038 CHF | 120'546 CHF | 98.78% | 98.78% |
02.07.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 600'000 | 600'000 | 237'250 | 237'250 | 117'326 CHF | 119'710 CHF | 100.00% | 100.00% |