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 | 2.40% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'834 CHF | 42'278 CHF | 92.11% | 92.11% |
12.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'456 CHF | 40'819 CHF | 94.01% | 94.01% |
11.07.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'765 CHF | 43'255 CHF | 93.66% | 93.66% |
10.07.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'389 CHF | 43'130 CHF | 87.74% | 87.74% |
09.07.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'526 CHF | 45'509 CHF | 93.77% | 93.77% |
08.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'749 CHF | 41'916 CHF | 89.67% | 89.67% |
05.07.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'691 CHF | 41'230 CHF | 98.73% | 98.73% |
04.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'294 CHF | 47'098 CHF | 86.00% | 86.00% |
03.07.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'686 CHF | 48'562 CHF | 94.48% | 94.48% |
02.07.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'263 CHF | 51'088 CHF | 95.01% | 95.01% |