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 | 2.17% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'815 CHF | 93'272 CHF | 95.29% | 95.29% |
12.07.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 283'898 CHF | 96'633 CHF | 99.27% | 99.27% |
11.07.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'053 CHF | 103'351 CHF | 98.78% | 98.78% |
10.07.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 318'884 CHF | 108'295 CHF | 99.24% | 99.24% |
09.07.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'241 CHF | 104'414 CHF | 99.24% | 99.24% |
08.07.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'485 CHF | 99'829 CHF | 99.24% | 99.24% |
05.07.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'728 CHF | 90'909 CHF | 99.14% | 99.14% |
04.07.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 263'601 CHF | 89'867 CHF | 99.23% | 99.23% |
03.07.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 273'197 CHF | 93'066 CHF | 99.23% | 99.23% |
02.07.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'544 CHF | 88'848 CHF | 99.23% | 99.23% |