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 | 3.10% | 0.32 CHF | 0.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 79'454 CHF | 24'586 CHF | 99.17% | 99.17% |
12.07.2024 | 3.26% | 0.32 CHF | 0.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 75'542 CHF | 23'413 CHF | 97.51% | 97.51% |
11.07.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 69'719 CHF | 21'666 CHF | 99.12% | 99.12% |
10.07.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 69'114 CHF | 21'484 CHF | 98.98% | 98.98% |
09.07.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 72'068 CHF | 22'370 CHF | 98.81% | 98.81% |
08.07.2024 | 3.13% | 0.29 CHF | 0.30 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 78'742 CHF | 24'373 CHF | 98.62% | 98.62% |
05.07.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 76'740 CHF | 23'772 CHF | 99.23% | 99.23% |
04.07.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 78'039 CHF | 24'162 CHF | 99.23% | 99.23% |
03.07.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 76'273 CHF | 23'632 CHF | 99.23% | 99.23% |
02.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 250'000 | 75'000 | 250'000 | 75'000 | 76'232 CHF | 23'620 CHF | 99.24% | 99.24% |