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 | 3.04% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'519 CHF | 66'840 CHF | 95.29% | 95.29% |
12.07.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 202'457 CHF | 69'486 CHF | 99.27% | 99.27% |
11.07.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'766 CHF | 75'922 CHF | 98.78% | 98.78% |
10.07.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'109 CHF | 81'703 CHF | 99.24% | 99.24% |
09.07.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 226'073 CHF | 77'358 CHF | 99.24% | 99.24% |
08.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 199'978 | 213'750 CHF | 73'242 CHF | 99.23% | 99.23% |
05.07.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'666 CHF | 64'222 CHF | 99.13% | 99.13% |
04.07.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'756 CHF | 62'919 CHF | 99.23% | 99.23% |
03.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'033 CHF | 65'344 CHF | 99.23% | 99.23% |
02.07.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'063 CHF | 62'021 CHF | 99.24% | 99.24% |