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 | 1.83% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 324'813 CHF | 110'271 CHF | 95.27% | 95.27% |
12.07.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 333'557 CHF | 113'186 CHF | 99.27% | 99.27% |
11.07.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 352'791 CHF | 119'597 CHF | 98.78% | 98.78% |
10.07.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 368'531 CHF | 124'844 CHF | 99.23% | 99.23% |
09.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 356'334 CHF | 120'778 CHF | 99.24% | 99.24% |
08.07.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 344'338 CHF | 116'779 CHF | 99.24% | 99.24% |
05.07.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'702 CHF | 107'901 CHF | 99.14% | 99.14% |
04.07.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'551 CHF | 106'850 CHF | 99.23% | 99.23% |
03.07.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'896 CHF | 109'299 CHF | 99.23% | 99.23% |
02.07.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'505 CHF | 105'835 CHF | 99.24% | 99.24% |