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 | 2.08% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 142'633 CHF | 48'544 CHF | 99.30% | 99.30% |
12.07.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'820 CHF | 48'274 CHF | 98.55% | 98.55% |
11.07.2024 | 2.38% | 0.46 CHF | 0.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 124'532 CHF | 42'511 CHF | 92.38% | 92.38% |
10.07.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 111'725 CHF | 38'242 CHF | 98.56% | 98.56% |
09.07.2024 | 2.78% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 106'719 CHF | 36'573 CHF | 99.18% | 99.18% |
08.07.2024 | 2.52% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'717 CHF | 40'239 CHF | 99.29% | 99.29% |
05.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 92'859 CHF | 31'953 CHF | 99.26% | 99.26% |
04.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'068 CHF | 32'689 CHF | 99.31% | 99.31% |
03.07.2024 | 2.53% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 117'396 CHF | 40'132 CHF | 98.94% | 98.94% |
02.07.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 120'343 CHF | 41'114 CHF | 99.14% | 99.14% |