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 | 2.50% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'633 CHF | 40'453 CHF | 99.17% | 99.17% |
12.07.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'625 CHF | 38'050 CHF | 99.17% | 99.17% |
11.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 87'663 CHF | 36'065 CHF | 99.16% | 99.16% |
10.07.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'242 CHF | 33'497 CHF | 99.16% | 99.16% |
09.07.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'621 CHF | 33'648 CHF | 99.17% | 99.17% |
08.07.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'339 CHF | 33'536 CHF | 99.16% | 99.16% |
05.07.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 76'732 CHF | 31'693 CHF | 99.16% | 99.16% |
04.07.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'424 CHF | 28'769 CHF | 99.17% | 99.17% |
03.07.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'711 CHF | 27'684 CHF | 99.17% | 99.17% |
02.07.2024 | 4.36% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'295 CHF | 23'518 CHF | 99.16% | 99.16% |