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 | 1.73% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'117 CHF | 58'372 CHF | 99.38% | 99.38% |
12.07.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 161'100 CHF | 54'700 CHF | 99.38% | 99.38% |
11.07.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'592 CHF | 51'531 CHF | 99.38% | 99.38% |
10.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'186 CHF | 52'395 CHF | 99.37% | 99.37% |
09.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'206 CHF | 52'402 CHF | 99.38% | 99.38% |
08.07.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'848 CHF | 50'949 CHF | 99.38% | 99.38% |
05.07.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'205 CHF | 51'068 CHF | 99.38% | 99.38% |
04.07.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 154'542 CHF | 52'514 CHF | 98.59% | 98.59% |
03.07.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'968 CHF | 49'323 CHF | 99.38% | 99.38% |
02.07.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'100 CHF | 45'700 CHF | 99.37% | 99.37% |