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 | 2.42% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'629 CHF | 41'876 CHF | 99.38% | 99.38% |
12.07.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'886 CHF | 41'962 CHF | 99.38% | 99.38% |
11.07.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'757 CHF | 40'252 CHF | 99.38% | 99.38% |
10.07.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'429 CHF | 37'476 CHF | 99.38% | 99.38% |
09.07.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'578 CHF | 39'859 CHF | 99.38% | 99.38% |
08.07.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'623 CHF | 40'208 CHF | 99.38% | 99.38% |
05.07.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'407 CHF | 41'469 CHF | 99.37% | 99.37% |
04.07.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'099 CHF | 42'033 CHF | 98.59% | 98.59% |
03.07.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'638 CHF | 40'213 CHF | 99.38% | 99.38% |
02.07.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'645 CHF | 36'882 CHF | 99.37% | 99.37% |