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 | 2.05% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'055 CHF | 49'352 CHF | 92.01% | 92.01% |
12.07.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 149'616 CHF | 50'872 CHF | 93.90% | 93.90% |
11.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'954 CHF | 48'318 CHF | 93.56% | 93.56% |
10.07.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'223 CHF | 48'408 CHF | 87.66% | 87.66% |
09.07.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 134'895 CHF | 45'965 CHF | 93.69% | 93.69% |
08.07.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 145'689 CHF | 49'563 CHF | 89.61% | 89.61% |
05.07.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 148'614 CHF | 50'538 CHF | 98.61% | 98.61% |
04.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'399 CHF | 44'800 CHF | 85.90% | 85.90% |
03.07.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 126'646 CHF | 43'215 CHF | 94.41% | 94.41% |
02.07.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'214 CHF | 40'405 CHF | 95.02% | 95.02% |