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 | 2.52% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'783 CHF | 40'261 CHF | 92.11% | 92.11% |
12.07.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 122'418 CHF | 41'806 CHF | 94.01% | 94.01% |
11.07.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 114'790 CHF | 39'263 CHF | 93.66% | 93.66% |
10.07.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'003 CHF | 39'334 CHF | 87.73% | 87.73% |
09.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 107'827 CHF | 36'943 CHF | 93.78% | 93.78% |
08.07.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 118'612 CHF | 40'537 CHF | 89.68% | 89.68% |
05.07.2024 | 2.44% | 0.38 CHF | 0.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 121'475 CHF | 41'492 CHF | 98.72% | 98.72% |
04.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 104'242 CHF | 35'747 CHF | 86.00% | 86.00% |
03.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'415 CHF | 34'138 CHF | 94.47% | 94.47% |
02.07.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'193 CHF | 31'398 CHF | 95.03% | 95.03% |