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 | 1.99% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 298'060 CHF | 101'353 CHF | 97.73% | 97.73% |
12.07.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'676 CHF | 87'225 CHF | 98.93% | 98.93% |
11.07.2024 | 2.82% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'528 CHF | 72'176 CHF | 97.22% | 97.22% |
10.07.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'879 CHF | 68'626 CHF | 89.28% | 89.28% |
09.07.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'410 CHF | 70'470 CHF | 99.39% | 99.39% |
08.07.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'609 CHF | 70'536 CHF | 97.55% | 97.55% |
05.07.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'721 CHF | 72'240 CHF | 96.83% | 96.83% |
04.07.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'308 CHF | 73'103 CHF | 99.37% | 99.37% |
03.07.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'128 CHF | 75'376 CHF | 97.87% | 97.87% |
02.07.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'585 CHF | 71'862 CHF | 94.69% | 94.69% |