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% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'203 CHF | 33'401 CHF | 94.90% | 94.90% |
12.07.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'522 CHF | 32'841 CHF | 99.17% | 99.17% |
11.07.2024 | 3.16% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'445 CHF | 32'148 CHF | 98.13% | 98.13% |
10.07.2024 | 3.62% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'314 CHF | 28'105 CHF | 99.24% | 99.24% |
09.07.2024 | 4.04% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'809 CHF | 25'270 CHF | 99.24% | 99.24% |
08.07.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'098 CHF | 27'033 CHF | 98.69% | 98.69% |
05.07.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 73'998 CHF | 25'666 CHF | 98.73% | 98.73% |
04.07.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'058 CHF | 26'019 CHF | 99.23% | 99.23% |
03.07.2024 | 3.85% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'617 CHF | 26'539 CHF | 99.23% | 99.23% |
02.07.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'738 CHF | 26'913 CHF | 99.23% | 99.23% |