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 | 2.17% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'096 CHF | 46'699 CHF | 99.38% | 99.38% |
12.07.2024 | 2.15% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'217 CHF | 47'072 CHF | 99.38% | 99.38% |
11.07.2024 | 2.22% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'809 CHF | 45'603 CHF | 99.38% | 99.38% |
10.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 361'050 | 120'350 | 150'839 CHF | 51'483 CHF | 99.37% | 99.37% |
09.07.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 325'769 | 108'590 | 142'704 CHF | 48'654 CHF | 99.38% | 99.38% |
08.07.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'841 CHF | 46'280 CHF | 99.37% | 99.37% |
05.07.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'839 CHF | 47'613 CHF | 99.37% | 99.37% |
04.07.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'229 CHF | 48'077 CHF | 98.59% | 98.59% |
03.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'209 CHF | 46'403 CHF | 99.38% | 99.38% |
02.07.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 447'997 | 149'332 | 188'808 CHF | 64'429 CHF | 99.37% | 99.37% |