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 | 2.14% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'815 CHF | 47'272 CHF | 92.11% | 92.11% |
12.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'376 CHF | 45'792 CHF | 94.00% | 94.00% |
11.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'536 CHF | 48'179 CHF | 93.66% | 93.66% |
10.07.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'135 CHF | 48'045 CHF | 87.74% | 87.74% |
09.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'343 CHF | 50'448 CHF | 93.78% | 93.78% |
08.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'563 CHF | 46'854 CHF | 89.68% | 89.68% |
05.07.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'596 CHF | 46'199 CHF | 98.70% | 98.70% |
04.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'191 CHF | 52'064 CHF | 86.02% | 86.02% |
03.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'540 CHF | 53'513 CHF | 94.47% | 94.47% |
02.07.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'103 CHF | 56'034 CHF | 95.03% | 95.03% |