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 | 2.89% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'137 CHF | 70'379 CHF | 92.96% | 92.96% |
12.07.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'387 CHF | 78'462 CHF | 94.14% | 94.14% |
11.07.2024 | 2.28% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'365 CHF | 88'788 CHF | 91.29% | 91.29% |
10.07.2024 | 2.12% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 280'513 CHF | 95'504 CHF | 87.23% | 87.23% |
09.07.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'225 CHF | 98'075 CHF | 85.55% | 85.55% |
08.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'741 CHF | 92'914 CHF | 85.26% | 85.26% |
05.07.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'774 CHF | 91'925 CHF | 90.46% | 90.46% |
04.07.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'115 CHF | 98'705 CHF | 78.08% | 78.08% |
03.07.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'761 CHF | 98'254 CHF | 92.35% | 92.35% |
02.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'947 CHF | 104'982 CHF | 96.41% | 96.41% |