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 | 3.04% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'081 CHF | 33'432 CHF | 99.17% | 99.17% |
12.07.2024 | 2.88% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'673 CHF | 35'269 CHF | 99.17% | 99.17% |
11.07.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 89'809 CHF | 36'924 CHF | 99.16% | 99.16% |
10.07.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 93'337 CHF | 38'335 CHF | 99.16% | 99.16% |
09.07.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'541 CHF | 40'816 CHF | 99.17% | 99.17% |
08.07.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 94'896 CHF | 38'958 CHF | 99.15% | 99.15% |
05.07.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'770 CHF | 37'308 CHF | 99.15% | 99.15% |
04.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'973 CHF | 37'789 CHF | 99.17% | 99.17% |
03.07.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'152 CHF | 39'861 CHF | 99.17% | 99.17% |
02.07.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 116'284 CHF | 47'513 CHF | 99.16% | 99.16% |