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 | 2.61% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'616 CHF | 77'616 CHF | 99.55% | 99.55% |
12.07.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'320 CHF | 77'320 CHF | 99.52% | 99.52% |
11.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 111'438 CHF | 114'438 CHF | 96.82% | 96.82% |
10.07.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'740 CHF | 113'740 CHF | 99.51% | 99.51% |
09.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'661 CHF | 113'661 CHF | 99.54% | 99.54% |
08.07.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 103'746 CHF | 106'746 CHF | 99.51% | 99.51% |
05.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 100'242 CHF | 103'242 CHF | 98.51% | 98.51% |
04.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 98'709 CHF | 101'709 CHF | 98.66% | 98.66% |
03.07.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'693 CHF | 69'693 CHF | 99.04% | 99.04% |
02.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'413 CHF | 78'413 CHF | 99.52% | 99.52% |