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 | 2.05% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 289'376 CHF | 98'459 CHF | 99.38% | 99.38% |
12.07.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 288'834 CHF | 98'278 CHF | 99.38% | 99.38% |
11.07.2024 | 2.23% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'614 CHF | 90'871 CHF | 99.37% | 99.37% |
10.07.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'733 CHF | 86'244 CHF | 99.37% | 99.37% |
09.07.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 277'916 CHF | 94'639 CHF | 99.37% | 99.37% |
08.07.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 277'646 CHF | 94'549 CHF | 99.38% | 99.38% |
05.07.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 272'058 CHF | 92'686 CHF | 99.38% | 99.38% |
04.07.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'853 CHF | 92'618 CHF | 98.82% | 98.82% |
03.07.2024 | 2.19% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 271'711 CHF | 92'570 CHF | 99.38% | 99.38% |
02.07.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'439 CHF | 85'813 CHF | 99.38% | 99.38% |