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 | 3.86% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'418 CHF | 26'473 CHF | 99.38% | 99.38% |
12.07.2024 | 4.17% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 70'587 CHF | 24'529 CHF | 99.38% | 99.38% |
11.07.2024 | 4.51% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 321'947 | 107'316 | 69'755 CHF | 24'325 CHF | 99.37% | 99.37% |
10.07.2024 | 5.22% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 447'400 | 149'133 | 83'617 CHF | 29'364 CHF | 99.37% | 99.37% |
09.07.2024 | 4.51% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 356'909 | 118'970 | 76'980 CHF | 26'850 CHF | 99.38% | 99.38% |
08.07.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'300 CHF | 23'767 CHF | 99.38% | 99.38% |
05.07.2024 | 3.63% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'425 CHF | 28'142 CHF | 99.38% | 99.38% |
04.07.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 73'468 CHF | 25'489 CHF | 98.58% | 98.58% |
03.07.2024 | 4.25% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'151 CHF | 24'050 CHF | 99.38% | 99.38% |
02.07.2024 | 4.65% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 436'941 | 145'647 | 91'781 CHF | 32'050 CHF | 99.37% | 99.37% |