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 | 2.13% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 199'447 | 199'447 | 92'738 CHF | 94'732 CHF | 100.00% | 100.00% |
12.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 91'747 CHF | 93'739 CHF | 100.00% | 100.00% |
11.07.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 199'090 | 199'090 | 90'204 CHF | 92'196 CHF | 100.00% | 100.00% |
10.07.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 88'703 CHF | 90'695 CHF | 100.00% | 100.00% |
09.07.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 199'374 | 199'374 | 89'318 CHF | 91'311 CHF | 100.00% | 100.00% |
08.07.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 197'948 | 197'948 | 78'884 CHF | 80'863 CHF | 99.99% | 99.99% |
05.07.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 195'000 | 195'000 | 194'480 | 194'480 | 72'310 CHF | 74'255 CHF | 100.00% | 100.00% |
04.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 195'000 | 195'000 | 194'196 | 194'196 | 69'803 CHF | 71'745 CHF | 100.00% | 100.00% |
03.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 195'000 | 195'000 | 194'266 | 194'266 | 74'258 CHF | 76'201 CHF | 99.38% | 99.38% |
02.07.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 205'000 | 205'000 | 201'233 | 201'233 | 93'136 CHF | 95'148 CHF | 100.00% | 100.00% |