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 | 4.16% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 59'063 CHF | 24'625 CHF | 99.17% | 99.17% |
12.07.2024 | 4.19% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 58'678 CHF | 24'471 CHF | 99.17% | 99.17% |
11.07.2024 | 4.81% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 50'788 CHF | 21'315 CHF | 99.16% | 99.16% |
10.07.2024 | 4.39% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 55'785 CHF | 23'314 CHF | 99.17% | 99.17% |
09.07.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 52'295 CHF | 21'918 CHF | 99.17% | 99.17% |
08.07.2024 | 5.64% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 43'106 CHF | 18'242 CHF | 99.15% | 99.15% |
05.07.2024 | 6.21% | 0.17 CHF | 0.18 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 39'101 CHF | 16'641 CHF | 99.15% | 99.15% |
04.07.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 52'103 CHF | 21'841 CHF | 99.17% | 99.17% |
03.07.2024 | 5.37% | 0.18 CHF | 0.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'349 CHF | 19'140 CHF | 99.16% | 99.16% |
02.07.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 57'982 CHF | 24'193 CHF | 99.16% | 99.16% |