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 | 3.16% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'068 CHF | 32'227 CHF | 99.38% | 99.38% |
12.07.2024 | 3.32% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'149 CHF | 30'660 CHF | 99.38% | 99.38% |
11.07.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'887 CHF | 28'955 CHF | 99.38% | 99.38% |
10.07.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'658 CHF | 27'663 CHF | 99.37% | 99.37% |
09.07.2024 | 4.06% | 0.22 CHF | 0.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 60'567 CHF | 25'227 CHF | 99.38% | 99.38% |
08.07.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 65'434 CHF | 27'174 CHF | 99.36% | 99.36% |
05.07.2024 | 3.51% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 70'147 CHF | 29'059 CHF | 99.36% | 99.36% |
04.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'167 CHF | 28'667 CHF | 99.17% | 99.17% |
03.07.2024 | 3.82% | 0.25 CHF | 0.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'471 CHF | 26'788 CHF | 99.16% | 99.16% |
02.07.2024 | 5.38% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'288 CHF | 19'115 CHF | 99.17% | 99.17% |