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 | 2.97% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 132'476 CHF | 136'476 CHF | 99.56% | 99.56% |
12.07.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 138'707 CHF | 142'707 CHF | 99.58% | 99.58% |
11.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 138'547 CHF | 142'547 CHF | 99.57% | 99.57% |
10.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 122'448 CHF | 125'948 CHF | 99.47% | 99.47% |
09.07.2024 | 2.87% | 0.36 CHF | 0.37 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 137'631 CHF | 141'631 CHF | 99.50% | 99.50% |
08.07.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 129'645 CHF | 133'645 CHF | 99.58% | 99.58% |
05.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 128'999 CHF | 132'999 CHF | 99.57% | 99.57% |
04.07.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 136'199 CHF | 140'199 CHF | 99.53% | 99.53% |
03.07.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 120'653 CHF | 124'153 CHF | 99.52% | 99.52% |
02.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 144'070 CHF | 148'070 CHF | 99.31% | 99.31% |