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 | 2.22% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'746 CHF | 45'582 CHF | 99.17% | 99.17% |
12.07.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'566 CHF | 44'855 CHF | 99.24% | 99.24% |
11.07.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'935 CHF | 45'978 CHF | 98.03% | 98.03% |
10.07.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'734 CHF | 44'578 CHF | 99.24% | 99.24% |
09.07.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'200 CHF | 45'733 CHF | 99.24% | 99.24% |
08.07.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'844 CHF | 43'948 CHF | 99.15% | 99.15% |
05.07.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'087 CHF | 41'362 CHF | 98.43% | 98.43% |
04.07.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'252 CHF | 41'751 CHF | 99.23% | 99.23% |
03.07.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'629 CHF | 41'876 CHF | 98.54% | 98.54% |
02.07.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'162 CHF | 39'387 CHF | 99.23% | 99.23% |