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 | 3.70% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'802 CHF | 27'601 CHF | 92.11% | 92.11% |
12.07.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 84'437 CHF | 29'146 CHF | 94.01% | 94.01% |
11.07.2024 | 3.82% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'102 CHF | 26'701 CHF | 93.66% | 93.66% |
10.07.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 77'130 CHF | 26'710 CHF | 87.75% | 87.75% |
09.07.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'986 CHF | 24'329 CHF | 93.78% | 93.78% |
08.07.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'930 CHF | 27'977 CHF | 89.68% | 89.68% |
05.07.2024 | 3.53% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 83'784 CHF | 28'928 CHF | 98.70% | 98.70% |
04.07.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 66'207 CHF | 23'069 CHF | 86.00% | 86.00% |
03.07.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 62'179 CHF | 21'726 CHF | 94.47% | 94.47% |
02.07.2024 | 5.42% | 0.19 CHF | 0.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 53'963 CHF | 18'988 CHF | 95.02% | 95.02% |