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 | 2.02% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'047 CHF | 50'016 CHF | 86.24% | 86.24% |
12.07.2024 | 2.32% | 0.45 CHF | 0.46 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 128'181 CHF | 43'727 CHF | 99.31% | 99.31% |
11.07.2024 | 3.03% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 97'879 CHF | 33'627 CHF | 97.99% | 97.99% |
10.07.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 115'538 CHF | 39'513 CHF | 95.90% | 95.90% |
09.07.2024 | 2.65% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'726 CHF | 38'242 CHF | 96.67% | 96.67% |
08.07.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 136'258 CHF | 46'419 CHF | 92.95% | 92.95% |
05.07.2024 | 2.42% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 123'291 CHF | 42'097 CHF | 95.51% | 95.51% |
04.07.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'042 CHF | 41'014 CHF | 99.31% | 99.31% |
03.07.2024 | 2.27% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 131'158 CHF | 44'719 CHF | 97.74% | 97.74% |
02.07.2024 | 1.89% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'297 CHF | 53'766 CHF | 99.31% | 99.31% |