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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.07.2024 | 4.43% | 0.35 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'174 CHF | 89'041 CHF | 99.01% | 99.01% |
11.07.2024 | 4.47% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 81'873 CHF | 85'618 CHF | 91.88% | 91.88% |
10.07.2024 | 5.37% | 0.31 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 76'510 CHF | 80'734 CHF | 100.00% | 100.00% |
09.07.2024 | 4.61% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'364 CHF | 84'160 CHF | 100.00% | 100.00% |
08.07.2024 | 4.98% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 82'672 CHF | 86'899 CHF | 100.00% | 100.00% |
05.07.2024 | 4.41% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 248'881 | 248'881 | 88'491 CHF | 92'440 CHF | 98.86% | 98.86% |
04.07.2024 | 5.01% | 0.34 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 84'468 CHF | 88'809 CHF | 100.00% | 100.00% |
03.07.2024 | 4.76% | 0.33 CHF | 0.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 81'701 CHF | 85'685 CHF | 99.82% | 99.82% |
02.07.2024 | 5.50% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 76'157 CHF | 80'460 CHF | 100.00% | 100.00% |
01.07.2024 | 4.96% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'273 CHF | 84'361 CHF | 92.11% | 92.11% |