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 | 3.37% | 0.14 CHF | 0.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 76'011 CHF | 78'511 CHF | 100.00% | 100.00% |
12.07.2024 | 2.53% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 98'092 CHF | 100'592 CHF | 100.00% | 100.00% |
11.07.2024 | 2.11% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 249'803 | 249'800 | 123'972 CHF | 126'472 CHF | 99.99% | 99.99% |
10.07.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 154'272 CHF | 156'772 CHF | 100.00% | 100.00% |
09.07.2024 | 1.35% | 0.82 CHF | 0.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 184'605 CHF | 187'105 CHF | 100.00% | 100.00% |
08.07.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 156'606 CHF | 159'106 CHF | 100.00% | 100.00% |
05.07.2024 | 1.50% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 167'012 CHF | 169'512 CHF | 99.79% | 99.79% |
04.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 191'701 CHF | 194'201 CHF | 100.00% | 100.00% |
03.07.2024 | 1.18% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 212'151 CHF | 214'651 CHF | 99.99% | 99.99% |
02.07.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 262'810 CHF | 265'310 CHF | 99.99% | 99.99% |