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% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 157'259 CHF | 53'420 CHF | 99.27% | 99.27% |
12.07.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'722 CHF | 50'907 CHF | 99.27% | 99.27% |
11.07.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'901 CHF | 48'300 CHF | 99.27% | 99.27% |
10.07.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 144'056 CHF | 49'019 CHF | 99.27% | 99.27% |
09.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'154 CHF | 51'385 CHF | 99.27% | 99.27% |
08.07.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 151'416 CHF | 51'472 CHF | 99.20% | 99.20% |
05.07.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'253 CHF | 54'084 CHF | 99.26% | 99.26% |
04.07.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'426 CHF | 56'142 CHF | 99.27% | 99.27% |
03.07.2024 | 2.01% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'053 CHF | 50'351 CHF | 99.27% | 99.27% |
02.07.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'519 CHF | 46'173 CHF | 99.27% | 99.27% |