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 | 1.89% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'161 CHF | 53'387 CHF | 94.91% | 94.91% |
12.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'486 CHF | 52'829 CHF | 99.17% | 99.17% |
11.07.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 153'418 CHF | 52'139 CHF | 98.13% | 98.13% |
10.07.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'385 CHF | 48'128 CHF | 99.24% | 99.24% |
09.07.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 132'855 CHF | 45'285 CHF | 99.24% | 99.24% |
08.07.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'083 CHF | 47'028 CHF | 98.69% | 98.69% |
05.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'006 CHF | 45'669 CHF | 98.73% | 98.73% |
04.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'177 CHF | 46'059 CHF | 99.23% | 99.23% |
03.07.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'674 CHF | 46'558 CHF | 99.23% | 99.23% |
02.07.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 138'292 CHF | 47'097 CHF | 99.23% | 99.23% |