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 | 3.01% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 98'285 CHF | 101'285 CHF | 100.00% | 100.00% |
12.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'953 | 300'000 | 100'943 CHF | 103'959 CHF | 100.00% | 100.00% |
11.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'731 | 299'731 | 105'045 CHF | 108'045 CHF | 100.00% | 100.00% |
10.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 111'048 CHF | 114'048 CHF | 100.00% | 100.00% |
09.07.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 299'645 | 299'602 | 112'559 CHF | 115'543 CHF | 100.00% | 100.00% |
08.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 115'570 CHF | 118'570 CHF | 100.00% | 100.00% |
05.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 111'503 CHF | 114'503 CHF | 99.78% | 99.78% |
04.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 112'332 CHF | 115'332 CHF | 100.00% | 100.00% |
03.07.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 113'396 CHF | 116'396 CHF | 100.00% | 100.00% |
02.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 122'205 CHF | 125'205 CHF | 100.00% | 100.00% |