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 | 3.18% | 0.31 CHF | 0.32 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 77'325 CHF | 1'597 CHF | 99.17% | 99.17% |
12.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 76'411 CHF | 1'578 CHF | 99.17% | 99.17% |
11.07.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 78'889 CHF | 1'628 CHF | 99.17% | 99.17% |
10.07.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 82'121 CHF | 1'692 CHF | 99.16% | 99.16% |
09.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 88'660 CHF | 1'823 CHF | 99.17% | 99.17% |
08.07.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 90'297 CHF | 1'856 CHF | 99.15% | 99.15% |
05.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 89'741 CHF | 1'845 CHF | 99.16% | 99.16% |
04.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 92'196 CHF | 1'894 CHF | 99.17% | 99.17% |
03.07.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 95'329 CHF | 1'957 CHF | 99.17% | 99.17% |
02.07.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 250'000 | 5'000 | 250'000 | 5'000 | 99'272 CHF | 2'035 CHF | 99.16% | 99.16% |