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 | 3.06% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 96'453 CHF | 99'453 CHF | 100.00% | 100.00% |
12.07.2024 | 3.12% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 94'827 CHF | 97'827 CHF | 99.93% | 99.93% |
11.07.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'825 | 299'825 | 91'640 CHF | 94'640 CHF | 99.02% | 99.02% |
10.07.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 87'512 CHF | 90'512 CHF | 100.00% | 100.00% |
09.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 299'676 | 299'676 | 88'640 CHF | 91'640 CHF | 100.00% | 100.00% |
08.07.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 96'009 CHF | 99'009 CHF | 100.00% | 100.00% |
05.07.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 89'282 CHF | 92'282 CHF | 99.81% | 99.81% |
04.07.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 84'004 CHF | 87'004 CHF | 100.00% | 100.00% |
03.07.2024 | 3.78% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 78'043 CHF | 81'043 CHF | 99.95% | 99.95% |
02.07.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 74'642 CHF | 77'642 CHF | 100.00% | 100.00% |