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 | 2.22% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'997 CHF | 45'666 CHF | 94.91% | 94.91% |
12.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'423 CHF | 46'474 CHF | 99.18% | 99.18% |
11.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'231 CHF | 47'077 CHF | 98.13% | 98.13% |
10.07.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 152'374 CHF | 51'791 CHF | 99.24% | 99.24% |
09.07.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'488 CHF | 54'163 CHF | 99.24% | 99.24% |
08.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'534 CHF | 52'845 CHF | 98.69% | 98.69% |
05.07.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'942 CHF | 54'314 CHF | 98.73% | 98.73% |
04.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'059 CHF | 54'020 CHF | 99.23% | 99.23% |
03.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'226 CHF | 53'742 CHF | 99.23% | 99.23% |
02.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'104 CHF | 53'368 CHF | 99.23% | 99.23% |