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 | 2.91% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'803 CHF | 34'921 CHF | 99.17% | 99.17% |
12.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 86'892 CHF | 35'757 CHF | 99.17% | 99.17% |
11.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'688 CHF | 35'275 CHF | 99.16% | 99.16% |
10.07.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'492 CHF | 34'397 CHF | 99.16% | 99.16% |
09.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'634 CHF | 32'053 CHF | 99.17% | 99.17% |
08.07.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'844 CHF | 32'137 CHF | 99.15% | 99.15% |
05.07.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'186 CHF | 33'075 CHF | 99.16% | 99.16% |
04.07.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 79'204 CHF | 32'682 CHF | 99.17% | 99.17% |
03.07.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'021 CHF | 31'009 CHF | 99.17% | 99.17% |
02.07.2024 | 3.62% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 67'933 CHF | 28'173 CHF | 99.16% | 99.16% |