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 | 2.95% | 0.33 CHF | 0.34 CHF | 250'000 | 50'000 | 250'000 | 50'001 | 83'424 CHF | 17'185 CHF | 95.92% | 95.92% |
12.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 250'000 | 50'000 | 250'000 | 52'340 | 77'386 CHF | 16'703 CHF | 99.38% | 99.38% |
11.07.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 250'000 | 50'000 | 250'000 | 73'986 | 72'480 CHF | 22'180 CHF | 99.38% | 99.38% |
10.07.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 250'000 | 75'000 | 250'000 | 71'859 | 73'887 CHF | 21'942 CHF | 99.37% | 99.37% |
09.07.2024 | 3.17% | 0.29 CHF | 0.30 CHF | 250'000 | 75'000 | 250'000 | 52'340 | 77'734 CHF | 16'770 CHF | 99.38% | 99.38% |
08.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 250'000 | 50'000 | 250'000 | 50'000 | 84'066 CHF | 17'313 CHF | 99.38% | 99.38% |
05.07.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 250'000 | 50'000 | 250'000 | 50'313 | 79'380 CHF | 16'473 CHF | 99.37% | 99.37% |
04.07.2024 | 3.22% | 0.31 CHF | 0.32 CHF | 250'000 | 50'000 | 250'000 | 52'443 | 76'506 CHF | 16'558 CHF | 98.59% | 98.59% |
03.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 250'000 | 50'000 | 250'000 | 65'423 | 75'430 CHF | 20'228 CHF | 99.37% | 99.37% |
02.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 250'000 | 50'000 | 250'000 | 50'100 | 79'521 CHF | 16'435 CHF | 99.38% | 99.38% |