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 | 2.54% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 116'528 CHF | 39'843 CHF | 99.27% | 99.27% |
12.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'051 CHF | 43'017 CHF | 99.27% | 99.27% |
11.07.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'024 CHF | 42'008 CHF | 99.27% | 99.27% |
10.07.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 119'965 CHF | 40'988 CHF | 99.27% | 99.27% |
09.07.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 109'770 CHF | 37'590 CHF | 99.27% | 99.27% |
08.07.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'657 CHF | 35'886 CHF | 99.25% | 99.25% |
05.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'766 CHF | 36'589 CHF | 99.27% | 99.27% |
04.07.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'675 CHF | 36'892 CHF | 99.27% | 99.27% |
03.07.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'576 CHF | 36'525 CHF | 99.27% | 99.27% |
02.07.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'069 CHF | 36'356 CHF | 99.27% | 99.27% |