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 | 3.75% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'099 CHF | 27'366 CHF | 99.19% | 99.19% |
12.07.2024 | 4.40% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'970 CHF | 23'323 CHF | 99.27% | 99.27% |
11.07.2024 | 4.52% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'955 CHF | 22'652 CHF | 99.23% | 99.23% |
10.07.2024 | 3.34% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'544 CHF | 30'515 CHF | 99.23% | 99.23% |
09.07.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 98'486 CHF | 33'829 CHF | 99.24% | 99.24% |
08.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 93'143 CHF | 32'048 CHF | 99.24% | 99.24% |
05.07.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 113'048 CHF | 38'683 CHF | 99.23% | 99.23% |
04.07.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'728 CHF | 40'909 CHF | 99.23% | 99.23% |
03.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'994 CHF | 41'998 CHF | 99.23% | 99.23% |
02.07.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'474 CHF | 39'158 CHF | 99.24% | 99.24% |