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 | 7.69% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 31'367 CHF | 13'547 CHF | 99.17% | 99.17% |
12.07.2024 | 6.50% | 0.13 CHF | 0.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 37'654 CHF | 16'062 CHF | 99.17% | 99.17% |
11.07.2024 | 5.71% | 0.16 CHF | 0.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 42'623 CHF | 18'049 CHF | 99.16% | 99.16% |
10.07.2024 | 4.97% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'160 CHF | 20'664 CHF | 99.16% | 99.16% |
09.07.2024 | 5.00% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 48'803 CHF | 20'521 CHF | 99.17% | 99.17% |
08.07.2024 | 4.97% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 49'105 CHF | 20'642 CHF | 98.97% | 98.97% |
05.07.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 54'368 CHF | 22'747 CHF | 99.16% | 99.16% |
04.07.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 61'331 CHF | 25'532 CHF | 99.17% | 99.17% |
03.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 64'276 CHF | 26'711 CHF | 99.17% | 99.17% |
02.07.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'534 CHF | 30'814 CHF | 99.16% | 99.16% |