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 | 2.95% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'468 CHF | 34'387 CHF | 99.38% | 99.38% |
12.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 76'946 CHF | 31'778 CHF | 99.38% | 99.38% |
11.07.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'226 CHF | 30'690 CHF | 99.38% | 99.38% |
10.07.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'993 CHF | 32'597 CHF | 99.38% | 99.38% |
09.07.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'843 CHF | 31'337 CHF | 99.38% | 99.38% |
08.07.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'785 CHF | 35'314 CHF | 99.36% | 99.36% |
05.07.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'145 CHF | 37'058 CHF | 99.38% | 99.38% |
04.07.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 77'548 CHF | 32'019 CHF | 99.38% | 99.38% |
03.07.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'393 CHF | 32'357 CHF | 99.38% | 99.38% |
02.07.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'467 CHF | 33'587 CHF | 99.38% | 99.38% |