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 | 2.84% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'381 CHF | 35'794 CHF | 99.27% | 99.27% |
12.07.2024 | 2.78% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'450 CHF | 36'483 CHF | 99.27% | 99.27% |
11.07.2024 | 2.86% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'449 CHF | 35'483 CHF | 99.27% | 99.27% |
10.07.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'000 CHF | 34'000 CHF | 99.27% | 99.27% |
09.07.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'846 CHF | 34'949 CHF | 99.27% | 99.27% |
08.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'987 CHF | 35'329 CHF | 99.22% | 99.22% |
05.07.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 103'857 CHF | 35'619 CHF | 99.27% | 99.27% |
04.07.2024 | 2.74% | 0.34 CHF | 0.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 108'256 CHF | 37'085 CHF | 99.27% | 99.27% |
03.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'250 CHF | 38'083 CHF | 99.27% | 99.27% |
02.07.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'754 CHF | 35'252 CHF | 99.27% | 99.27% |