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 | 2.20% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'667 CHF | 46'222 CHF | 99.42% | 99.42% |
12.07.2024 | 1.71% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 174'597 CHF | 59'199 CHF | 99.42% | 99.42% |
11.07.2024 | 2.28% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 130'425 CHF | 44'475 CHF | 98.07% | 98.07% |
10.07.2024 | 3.28% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'448 CHF | 31'483 CHF | 95.00% | 98.90% |
09.07.2024 | 3.21% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'516 CHF | 31'839 CHF | 98.56% | 99.41% |
08.07.2024 | 2.20% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'483 CHF | 46'494 CHF | 99.41% | 99.41% |
05.07.2024 | 1.70% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 175'773 CHF | 59'591 CHF | 99.15% | 99.15% |
04.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'572 CHF | 57'524 CHF | 99.39% | 99.39% |
03.07.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'785 CHF | 57'595 CHF | 99.42% | 99.42% |
02.07.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 137'106 CHF | 46'702 CHF | 99.31% | 99.31% |