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 | 2.76% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 256'621 | 85'540 | 91'452 CHF | 31'340 CHF | 99.27% | 99.27% |
12.07.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 86'188 CHF | 29'480 CHF | 99.27% | 99.27% |
11.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 85'921 CHF | 29'390 CHF | 99.27% | 99.27% |
10.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 83'210 CHF | 28'487 CHF | 99.27% | 99.27% |
09.07.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 225'000 | 75'000 | 299'662 | 99'887 | 103'095 CHF | 35'364 CHF | 99.27% | 99.27% |
08.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'737 CHF | 33'912 CHF | 99.24% | 99.24% |
05.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 100'303 CHF | 34'434 CHF | 99.27% | 99.27% |
04.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 100'881 CHF | 34'627 CHF | 99.27% | 99.27% |
03.07.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'462 CHF | 33'821 CHF | 99.27% | 99.27% |
02.07.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'983 CHF | 33'661 CHF | 99.27% | 99.27% |