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 | 2.06% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 143'996 CHF | 48'999 CHF | 99.17% | 99.17% |
12.07.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'950 CHF | 46'317 CHF | 99.24% | 99.24% |
11.07.2024 | 2.37% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 125'580 CHF | 42'860 CHF | 90.52% | 90.52% |
10.07.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 133'559 CHF | 45'520 CHF | 97.49% | 97.49% |
09.07.2024 | 2.14% | 0.44 CHF | 0.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 139'008 CHF | 47'336 CHF | 98.69% | 98.69% |
08.07.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 135'236 CHF | 46'079 CHF | 98.54% | 98.54% |
05.07.2024 | 1.81% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 164'555 CHF | 55'852 CHF | 92.03% | 92.03% |
04.07.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 162'371 CHF | 55'124 CHF | 99.06% | 99.06% |
03.07.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 170'252 CHF | 57'751 CHF | 95.39% | 95.39% |
02.07.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 179'216 CHF | 60'739 CHF | 95.11% | 95.11% |