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 | 2.04% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'990 CHF | 98'997 CHF | 95.26% | 95.26% |
12.07.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 284'004 CHF | 96'668 CHF | 99.27% | 99.27% |
11.07.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 264'388 CHF | 90'129 CHF | 98.78% | 98.78% |
10.07.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'539 CHF | 85'513 CHF | 99.23% | 99.23% |
09.07.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 262'291 CHF | 89'430 CHF | 99.24% | 99.24% |
08.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'669 CHF | 93'223 CHF | 99.23% | 99.23% |
05.07.2024 | 1.96% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'689 CHF | 103'230 CHF | 99.13% | 99.13% |
04.07.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'406 CHF | 104'802 CHF | 99.23% | 99.23% |
03.07.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 301'810 CHF | 102'603 CHF | 99.23% | 99.23% |
02.07.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'661 CHF | 106'554 CHF | 99.23% | 99.23% |