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 | 2.42% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 122'652 CHF | 125'652 CHF | 100.00% | 100.00% |
12.07.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 121'577 CHF | 124'577 CHF | 99.93% | 99.93% |
11.07.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 300'000 | 300'000 | 299'825 | 299'825 | 118'409 CHF | 121'409 CHF | 99.02% | 99.02% |
10.07.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 114'129 CHF | 117'129 CHF | 100.00% | 100.00% |
09.07.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 299'638 | 299'638 | 115'256 CHF | 118'256 CHF | 100.00% | 100.00% |
08.07.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 122'007 CHF | 125'007 CHF | 100.00% | 100.00% |
05.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 116'043 CHF | 119'043 CHF | 99.81% | 99.81% |
04.07.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'365 CHF | 113'365 CHF | 100.00% | 100.00% |
03.07.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 104'357 CHF | 107'357 CHF | 99.95% | 99.95% |
02.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 100'844 CHF | 103'844 CHF | 100.00% | 100.00% |