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 | 3.84% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'751 CHF | 26'584 CHF | 94.93% | 94.93% |
12.07.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 78'577 CHF | 27'192 CHF | 99.17% | 99.17% |
11.07.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'746 CHF | 27'915 CHF | 98.12% | 98.12% |
10.07.2024 | 3.10% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 95'204 CHF | 32'735 CHF | 99.24% | 99.24% |
09.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'362 CHF | 34'787 CHF | 99.24% | 99.24% |
08.07.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 96'730 CHF | 33'243 CHF | 98.69% | 98.69% |
05.07.2024 | 2.90% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 102'109 CHF | 35'036 CHF | 98.73% | 98.73% |
04.07.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 101'365 CHF | 34'788 CHF | 99.23% | 99.23% |
03.07.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 100'218 CHF | 34'406 CHF | 99.23% | 99.23% |
02.07.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 99'373 CHF | 34'124 CHF | 99.23% | 99.23% |