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 | 3.30% | 0.30 CHF | 0.31 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 74'543 CHF | 23'113 CHF | 97.49% | 97.49% |
12.07.2024 | 3.19% | 0.31 CHF | 0.32 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 77'262 CHF | 23'929 CHF | 99.42% | 99.42% |
11.07.2024 | 3.84% | 0.28 CHF | 0.29 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 63'999 CHF | 19'950 CHF | 99.23% | 99.23% |
10.07.2024 | 5.18% | 0.19 CHF | 0.20 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 47'029 CHF | 14'859 CHF | 98.31% | 98.31% |
09.07.2024 | 4.82% | 0.17 CHF | 0.18 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 51'065 CHF | 16'070 CHF | 97.74% | 97.74% |
08.07.2024 | 3.78% | 0.23 CHF | 0.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 64'984 CHF | 20'245 CHF | 97.87% | 97.87% |
05.07.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 64'225 CHF | 20'018 CHF | 98.87% | 98.87% |
04.07.2024 | 3.76% | 0.27 CHF | 0.28 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 65'308 CHF | 20'342 CHF | 99.41% | 99.41% |
03.07.2024 | 4.25% | 0.24 CHF | 0.25 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 57'659 CHF | 18'048 CHF | 97.58% | 97.58% |
02.07.2024 | 4.06% | 0.23 CHF | 0.24 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 60'299 CHF | 18'840 CHF | 97.69% | 97.69% |