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 | 2.42% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'426 CHF | 83'809 CHF | 99.61% | 99.61% |
12.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'489 CHF | 83'163 CHF | 99.56% | 99.56% |
11.07.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'853 CHF | 80'618 CHF | 99.50% | 99.50% |
10.07.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 635'034 | 211'678 | 238'040 CHF | 81'464 CHF | 99.61% | 99.61% |
09.07.2024 | 2.70% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 684'331 | 228'110 | 249'351 CHF | 85'398 CHF | 99.59% | 99.59% |
08.07.2024 | 2.15% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 275'968 CHF | 93'989 CHF | 99.57% | 99.57% |
05.07.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 285'874 CHF | 97'291 CHF | 99.46% | 99.46% |
04.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 293'825 CHF | 99'942 CHF | 99.58% | 99.58% |
03.07.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 260'066 CHF | 88'689 CHF | 99.46% | 99.46% |
02.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'248 CHF | 91'916 CHF | 99.60% | 99.60% |