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 | 2.67% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'121 CHF | 76'040 CHF | 97.52% | 97.52% |
12.07.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'377 CHF | 76'792 CHF | 85.34% | 85.34% |
11.07.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 220'802 CHF | 75'601 CHF | 98.89% | 98.89% |
10.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'092 CHF | 71'364 CHF | 99.54% | 99.54% |
09.07.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'031 CHF | 72'010 CHF | 99.50% | 99.50% |
08.07.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'310 CHF | 71'437 CHF | 99.49% | 99.49% |
05.07.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 201'602 CHF | 69'201 CHF | 99.54% | 99.54% |
04.07.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'935 CHF | 67'978 CHF | 99.56% | 99.56% |
03.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'640 CHF | 73'880 CHF | 98.94% | 98.94% |
02.07.2024 | 2.66% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'885 CHF | 76'295 CHF | 99.58% | 99.58% |