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 | 4.79% | 0.19 CHF | 0.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 61'126 CHF | 64'126 CHF | 100.00% | 100.00% |
12.07.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 64'462 CHF | 67'462 CHF | 100.00% | 100.00% |
11.07.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 300'000 | 300'000 | 299'729 | 299'729 | 68'256 CHF | 71'256 CHF | 99.93% | 99.93% |
10.07.2024 | 3.99% | 0.23 CHF | 0.24 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 73'907 CHF | 76'907 CHF | 100.00% | 100.00% |
09.07.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 299'643 | 299'643 | 75'348 CHF | 78'348 CHF | 100.00% | 100.00% |
08.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 78'248 CHF | 81'248 CHF | 100.00% | 100.00% |
05.07.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 75'046 CHF | 78'046 CHF | 99.78% | 99.78% |
04.07.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 75'559 CHF | 78'559 CHF | 100.00% | 100.00% |
03.07.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 76'783 CHF | 79'783 CHF | 100.00% | 100.00% |
02.07.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 85'518 CHF | 88'518 CHF | 99.99% | 99.99% |