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 | 2.98% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 132'176 CHF | 136'176 CHF | 99.53% | 99.53% |
12.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 132'681 CHF | 136'681 CHF | 99.52% | 99.52% |
11.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 137'837 CHF | 141'837 CHF | 99.49% | 99.49% |
10.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 123'953 CHF | 127'453 CHF | 99.56% | 99.56% |
09.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 142'365 CHF | 146'365 CHF | 99.55% | 99.55% |
08.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 122'506 CHF | 126'006 CHF | 99.51% | 99.51% |
05.07.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 140'817 CHF | 144'817 CHF | 99.55% | 99.55% |
04.07.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 123'834 CHF | 127'334 CHF | 99.52% | 99.52% |
03.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 129'398 CHF | 132'898 CHF | 99.54% | 99.54% |
02.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 400'000 | 400'000 | 370'192 | 370'192 | 138'343 CHF | 142'045 CHF | 99.55% | 99.55% |