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 | 5.65% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'824 CHF | 36'608 CHF | 92.96% | 92.96% |
12.07.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 127'905 CHF | 44'635 CHF | 94.15% | 94.15% |
11.07.2024 | 3.70% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'288 CHF | 55'096 CHF | 91.30% | 91.30% |
10.07.2024 | 3.29% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 179'696 CHF | 61'899 CHF | 87.23% | 87.23% |
09.07.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'135 CHF | 64'712 CHF | 85.57% | 85.57% |
08.07.2024 | 3.44% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 171'805 CHF | 59'268 CHF | 85.27% | 85.27% |
05.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'739 CHF | 58'246 CHF | 90.47% | 90.47% |
04.07.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'679 CHF | 64'893 CHF | 78.10% | 78.10% |
03.07.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'587 CHF | 64'529 CHF | 92.36% | 92.36% |
02.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'268 CHF | 71'423 CHF | 96.41% | 96.41% |