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 | 1.86% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'490 CHF | 108'830 CHF | 99.38% | 99.38% |
12.07.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'426 CHF | 108'809 CHF | 99.38% | 99.38% |
11.07.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 299'719 CHF | 101'906 CHF | 99.37% | 99.37% |
10.07.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 287'310 CHF | 97'770 CHF | 99.37% | 99.37% |
09.07.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'700 CHF | 105'567 CHF | 99.37% | 99.37% |
08.07.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'442 CHF | 105'481 CHF | 99.38% | 99.38% |
05.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'221 CHF | 103'740 CHF | 99.38% | 99.38% |
04.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'832 CHF | 103'944 CHF | 98.82% | 98.82% |
03.07.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'276 CHF | 103'759 CHF | 99.38% | 99.38% |
02.07.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 286'882 CHF | 97'628 CHF | 99.37% | 99.37% |