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 | 2.26% | 0.43 CHF | 0.44 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 148'672 CHF | 152'072 CHF | 100.00% | 100.00% |
12.07.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 134'519 CHF | 138'119 CHF | 99.99% | 99.99% |
11.07.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 148'102 CHF | 151'602 CHF | 100.00% | 100.00% |
10.07.2024 | 2.06% | 0.44 CHF | 0.45 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 163'146 CHF | 166'546 CHF | 100.00% | 100.00% |
09.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 360'000 | 360'000 | 358'732 | 358'732 | 159'006 CHF | 162'606 CHF | 100.00% | 100.00% |
08.07.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 410'000 | 410'000 | 409'253 | 409'253 | 170'563 CHF | 174'663 CHF | 99.98% | 99.98% |
05.07.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 152'453 CHF | 156'853 CHF | 100.00% | 100.00% |
04.07.2024 | 2.63% | 0.35 CHF | 0.36 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 157'756 CHF | 161'956 CHF | 100.00% | 100.00% |
03.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 171'116 CHF | 175'216 CHF | 99.94% | 99.94% |
02.07.2024 | 2.45% | 0.42 CHF | 0.43 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 169'732 CHF | 173'932 CHF | 100.00% | 100.00% |