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 | 2.05% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 108'830 CHF | 37'027 CHF | 99.27% | 99.27% |
12.07.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 109'304 CHF | 37'185 CHF | 99.27% | 99.27% |
11.07.2024 | 2.21% | 0.48 CHF | 0.49 CHF | 225'000 | 75'000 | 253'372 | 84'460 | 113'031 CHF | 38'523 CHF | 99.27% | 99.27% |
10.07.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 293'423 | 97'808 | 125'574 CHF | 42'836 CHF | 99.27% | 99.27% |
09.07.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 296'898 | 98'966 | 125'797 CHF | 42'922 CHF | 99.27% | 99.27% |
08.07.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 295'857 | 98'619 | 125'364 CHF | 42'774 CHF | 99.24% | 99.24% |
05.07.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'979 CHF | 42'660 CHF | 99.27% | 99.27% |
04.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'631 CHF | 41'877 CHF | 99.27% | 99.27% |
03.07.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'575 CHF | 39'858 CHF | 99.27% | 99.27% |
02.07.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'707 CHF | 39'569 CHF | 99.27% | 99.27% |