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 | 3.09% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 191'959 CHF | 65'986 CHF | 99.42% | 99.42% |
12.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 562'845 | 187'615 | 196'246 CHF | 67'292 CHF | 99.44% | 99.44% |
11.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'145 CHF | 72'382 CHF | 99.36% | 99.36% |
10.07.2024 | 3.28% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 180'055 CHF | 62'018 CHF | 99.38% | 99.38% |
09.07.2024 | 3.52% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'786 CHF | 57'929 CHF | 99.34% | 99.34% |
08.07.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'345 CHF | 60'115 CHF | 99.32% | 99.32% |
05.07.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'958 CHF | 52'986 CHF | 99.36% | 99.36% |
04.07.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 635'005 | 211'668 | 153'501 CHF | 53'284 CHF | 99.36% | 99.36% |
03.07.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 670'664 | 223'555 | 157'400 CHF | 54'702 CHF | 99.38% | 99.38% |
02.07.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 150'035 CHF | 52'012 CHF | 99.30% | 99.30% |