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 | 3.85% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 99'188 | 99'188 | 26'762 CHF | 27'759 CHF | 98.96% | 98.96% |
12.07.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 104'662 | 104'662 | 31'220 CHF | 32'271 CHF | 100.00% | 100.00% |
11.07.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 260'000 | 260'000 | 100'383 | 100'383 | 30'808 CHF | 31'821 CHF | 99.83% | 99.83% |
10.07.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 103'476 | 103'476 | 32'586 CHF | 33'628 CHF | 99.92% | 99.92% |
09.07.2024 | 3.45% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 98'256 | 98'256 | 28'847 CHF | 29'835 CHF | 99.64% | 99.64% |
08.07.2024 | 3.04% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 104'799 | 104'799 | 34'111 CHF | 35'165 CHF | 99.93% | 99.93% |
05.07.2024 | 2.85% | 0.37 CHF | 0.38 CHF | 270'000 | 270'000 | 108'130 | 108'130 | 38'509 CHF | 39'593 CHF | 99.71% | 99.71% |
04.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 69'282 | 69'282 | 24'932 CHF | 25'625 CHF | 98.71% | 98.71% |
03.07.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 270'000 | 270'000 | 109'194 | 109'194 | 41'108 CHF | 42'204 CHF | 98.78% | 98.78% |
02.07.2024 | 2.46% | 0.38 CHF | 0.39 CHF | 270'000 | 270'000 | 108'278 | 108'278 | 43'853 CHF | 44'941 CHF | 99.99% | 99.99% |