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 | 2.32% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 106'937 CHF | 43'775 CHF | 99.37% | 99.37% |
12.07.2024 | 2.42% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'549 CHF | 42'019 CHF | 99.38% | 99.38% |
11.07.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 82'782 CHF | 34'113 CHF | 99.38% | 99.38% |
10.07.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'725 CHF | 32'090 CHF | 99.36% | 99.36% |
09.07.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'063 CHF | 34'625 CHF | 99.38% | 99.38% |
08.07.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'296 CHF | 35'518 CHF | 99.38% | 99.38% |
05.07.2024 | 2.64% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 93'510 CHF | 38'404 CHF | 99.14% | 99.14% |
04.07.2024 | 3.02% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'505 CHF | 33'602 CHF | 99.38% | 99.38% |
03.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 79'258 CHF | 32'703 CHF | 99.37% | 99.37% |
02.07.2024 | 3.80% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'849 CHF | 26'940 CHF | 99.37% | 99.37% |