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 | 5.24% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 111'577 CHF | 39'192 CHF | 98.69% | 98.69% |
12.07.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 134'038 CHF | 46'679 CHF | 98.81% | 98.81% |
11.07.2024 | 4.99% | 0.21 CHF | 0.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 117'373 CHF | 41'125 CHF | 98.81% | 98.81% |
10.07.2024 | 4.90% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 119'506 CHF | 41'836 CHF | 98.73% | 98.73% |
09.07.2024 | 4.85% | 0.20 CHF | 0.21 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 120'952 CHF | 42'317 CHF | 98.78% | 98.78% |
08.07.2024 | 4.34% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 135'543 CHF | 47'181 CHF | 98.76% | 98.76% |
05.07.2024 | 3.33% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'624 CHF | 61'208 CHF | 98.77% | 98.77% |
04.07.2024 | 3.33% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'198 CHF | 61'066 CHF | 98.74% | 98.74% |
03.07.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'503 CHF | 65'168 CHF | 98.83% | 98.83% |
02.07.2024 | 4.49% | 0.23 CHF | 0.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 130'759 CHF | 45'586 CHF | 98.71% | 98.71% |