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 | 2.55% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 99'921 | 116'568 CHF | 39'824 CHF | 99.37% | 99.37% |
12.07.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 99'977 | 127'380 CHF | 43'451 CHF | 99.38% | 99.38% |
11.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'346 CHF | 39'782 CHF | 99.38% | 99.38% |
10.07.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 299'978 | 99'978 | 89'480 CHF | 30'823 CHF | 99.37% | 99.37% |
09.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 90'250 CHF | 31'083 CHF | 99.38% | 99.38% |
08.07.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 90'241 CHF | 31'080 CHF | 99.38% | 99.38% |
05.07.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'326 CHF | 30'442 CHF | 99.37% | 99.37% |
04.07.2024 | 3.58% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 312'823 | 104'293 | 85'676 CHF | 29'606 CHF | 98.82% | 98.82% |
03.07.2024 | 4.35% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 149'947 | 101'418 CHF | 35'294 CHF | 99.37% | 99.37% |
02.07.2024 | 4.73% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'906 CHF | 32'469 CHF | 99.38% | 99.38% |