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 | 2.63% | 0.37 CHF | 0.38 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 93'730 CHF | 19'246 CHF | 95.92% | 95.92% |
12.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 86'799 CHF | 17'860 CHF | 99.38% | 99.38% |
11.07.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 79'966 CHF | 16'493 CHF | 99.38% | 99.38% |
10.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 81'662 CHF | 16'832 CHF | 99.37% | 99.37% |
09.07.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 85'334 CHF | 17'567 CHF | 99.38% | 99.38% |
08.07.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 93'965 CHF | 19'293 CHF | 99.37% | 99.37% |
05.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 87'875 CHF | 18'075 CHF | 99.37% | 99.37% |
04.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 84'835 CHF | 17'467 CHF | 98.59% | 98.59% |
03.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 83'819 CHF | 17'264 CHF | 99.37% | 99.37% |
02.07.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 89'074 CHF | 18'315 CHF | 99.29% | 99.29% |