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 | 1.97% | 0.51 CHF | 0.52 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 301'595 CHF | 128'165 CHF | 91.50% | 91.50% |
12.07.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 293'456 CHF | 124'773 CHF | 97.51% | 97.51% |
11.07.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 304'299 CHF | 129'291 CHF | 95.33% | 95.33% |
10.07.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 305'039 CHF | 129'600 CHF | 94.49% | 94.49% |
09.07.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 316'829 CHF | 134'512 CHF | 96.67% | 96.67% |
08.07.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 287'331 CHF | 122'221 CHF | 94.01% | 94.01% |
05.07.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 297'261 CHF | 126'359 CHF | 92.16% | 92.16% |
04.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 306'268 CHF | 130'112 CHF | 87.44% | 87.44% |
03.07.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 323'383 CHF | 137'243 CHF | 94.25% | 94.25% |
02.07.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 600'000 | 250'000 | 600'000 | 250'000 | 335'763 CHF | 142'401 CHF | 95.65% | 95.65% |