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 | 5.29% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 196'716 | 196'383 | 39'955 CHF | 41'960 CHF | 64.15% | 64.15% |
12.07.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 96'190 CHF | 98'690 CHF | 99.01% | 99.01% |
11.07.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 92'439 CHF | 94'939 CHF | 91.88% | 91.88% |
10.07.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 86'368 CHF | 88'868 CHF | 100.00% | 100.00% |
09.07.2024 | 2.72% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 90'693 CHF | 93'193 CHF | 100.00% | 100.00% |
08.07.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'355 CHF | 95'855 CHF | 98.36% | 98.36% |
05.07.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 248'882 | 248'882 | 99'585 CHF | 102'074 CHF | 98.86% | 98.86% |
04.07.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 95'691 CHF | 98'191 CHF | 100.00% | 100.00% |
03.07.2024 | 2.69% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 91'892 CHF | 94'392 CHF | 99.82% | 99.82% |
02.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'664 CHF | 88'164 CHF | 98.80% | 98.80% |