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 | 3.65% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'585 CHF | 55'862 CHF | 93.59% | 93.59% |
12.07.2024 | 3.70% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 159'373 CHF | 55'124 CHF | 93.29% | 93.29% |
11.07.2024 | 4.04% | 0.24 CHF | 0.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 145'636 CHF | 50'545 CHF | 94.63% | 94.63% |
10.07.2024 | 3.87% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 152'097 CHF | 52'699 CHF | 96.09% | 96.09% |
09.07.2024 | 3.47% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'421 CHF | 58'807 CHF | 91.51% | 91.51% |
08.07.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'268 CHF | 58'756 CHF | 95.75% | 95.75% |
05.07.2024 | 3.36% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'704 CHF | 60'568 CHF | 92.69% | 92.69% |
04.07.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'033 CHF | 59'344 CHF | 90.50% | 90.50% |
03.07.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 170'382 CHF | 58'794 CHF | 97.05% | 97.05% |
02.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'705 CHF | 64'235 CHF | 94.93% | 94.93% |