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 | 2.48% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'556 CHF | 40'822 CHF | 99.17% | 99.17% |
12.07.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'756 CHF | 40'902 CHF | 99.16% | 99.16% |
11.07.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'703 CHF | 37'681 CHF | 99.16% | 99.16% |
10.07.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'445 CHF | 39'578 CHF | 99.17% | 99.17% |
09.07.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'728 CHF | 38'091 CHF | 99.17% | 99.17% |
08.07.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'500 CHF | 34'400 CHF | 99.15% | 99.15% |
05.07.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 79'615 CHF | 32'846 CHF | 99.16% | 99.16% |
04.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 93'040 CHF | 38'216 CHF | 99.17% | 99.17% |
03.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'385 CHF | 35'554 CHF | 99.17% | 99.17% |
02.07.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'704 CHF | 40'482 CHF | 99.16% | 99.16% |