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 | 3.52% | 0.27 CHF | 0.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 139'754 CHF | 144'754 CHF | 98.08% | 98.08% |
12.07.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 136'313 CHF | 141'313 CHF | 99.32% | 99.32% |
11.07.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 139'832 CHF | 144'832 CHF | 99.06% | 99.06% |
10.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 130'551 CHF | 135'551 CHF | 100.00% | 100.00% |
09.07.2024 | 4.89% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 296'333 | 296'333 | 76'387 CHF | 80'092 CHF | 99.90% | 99.90% |
08.07.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 124'888 CHF | 129'888 CHF | 100.00% | 100.00% |
05.07.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 121'690 CHF | 126'690 CHF | 99.53% | 99.53% |
04.07.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 127'378 CHF | 132'378 CHF | 100.00% | 100.00% |
03.07.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 122'920 CHF | 127'920 CHF | 99.72% | 99.72% |
02.07.2024 | 3.80% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 129'113 CHF | 134'113 CHF | 100.00% | 100.00% |