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 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 149'998 CHF | 152'998 CHF | 100.00% | 100.00% |
12.07.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 148'448 CHF | 151'448 CHF | 99.93% | 99.93% |
11.07.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 299'830 | 299'830 | 145'396 CHF | 148'396 CHF | 99.02% | 99.02% |
10.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 141'292 CHF | 144'292 CHF | 100.00% | 100.00% |
09.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 299'639 | 299'639 | 142'389 CHF | 145'389 CHF | 100.00% | 100.00% |
08.07.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 149'308 CHF | 152'308 CHF | 100.00% | 100.00% |
05.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 143'043 CHF | 146'043 CHF | 99.81% | 99.81% |
04.07.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 137'693 CHF | 140'693 CHF | 100.00% | 100.00% |
03.07.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 131'716 CHF | 134'716 CHF | 99.95% | 99.95% |
02.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 128'249 CHF | 131'249 CHF | 100.00% | 100.00% |