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 | 4.10% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 71'806 CHF | 24'935 CHF | 99.17% | 99.17% |
12.07.2024 | 3.93% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 74'989 CHF | 25'996 CHF | 99.24% | 99.24% |
11.07.2024 | 4.08% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'058 CHF | 25'020 CHF | 98.03% | 98.03% |
10.07.2024 | 3.84% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'747 CHF | 26'582 CHF | 99.24% | 99.24% |
09.07.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'925 CHF | 25'308 CHF | 99.24% | 99.24% |
08.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'149 CHF | 27'050 CHF | 99.15% | 99.15% |
05.07.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'790 CHF | 29'930 CHF | 98.43% | 98.43% |
04.07.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 86'512 CHF | 29'837 CHF | 99.23% | 99.23% |
03.07.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 87'141 CHF | 30'047 CHF | 98.55% | 98.55% |
02.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 94'160 CHF | 32'387 CHF | 99.23% | 99.23% |