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 | 2.39% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'646 CHF | 42'459 CHF | 99.17% | 99.17% |
12.07.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 108'173 CHF | 44'269 CHF | 99.17% | 99.17% |
11.07.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 112'505 CHF | 46'002 CHF | 99.17% | 99.17% |
10.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 115'837 CHF | 47'335 CHF | 99.16% | 99.16% |
09.07.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 122'100 CHF | 49'840 CHF | 99.17% | 99.17% |
08.07.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'396 CHF | 47'958 CHF | 99.15% | 99.15% |
05.07.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 113'270 CHF | 46'308 CHF | 99.15% | 99.15% |
04.07.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'627 CHF | 46'851 CHF | 99.17% | 99.17% |
03.07.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'652 CHF | 48'861 CHF | 99.17% | 99.17% |
02.07.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'819 CHF | 56'528 CHF | 99.16% | 99.16% |