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 | 2.60% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'184 CHF | 39'061 CHF | 98.67% | 98.67% |
12.07.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'666 CHF | 35'555 CHF | 98.77% | 98.77% |
11.07.2024 | 4.57% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'489 CHF | 22'496 CHF | 99.22% | 99.22% |
10.07.2024 | 5.02% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 58'555 CHF | 20'518 CHF | 97.38% | 97.38% |
09.07.2024 | 4.23% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'373 CHF | 24'458 CHF | 98.39% | 98.39% |
08.07.2024 | 3.19% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'822 CHF | 31'941 CHF | 97.36% | 97.36% |
05.07.2024 | 2.72% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 108'919 CHF | 37'307 CHF | 98.58% | 98.58% |
04.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'694 CHF | 37'565 CHF | 93.09% | 93.09% |
03.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'284 CHF | 36'761 CHF | 99.23% | 99.23% |
02.07.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 85'526 CHF | 29'509 CHF | 98.87% | 98.87% |