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 | 2.51% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 236'104 CHF | 80'701 CHF | 99.55% | 99.55% |
12.07.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'729 CHF | 87'243 CHF | 99.38% | 99.38% |
11.07.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'002 CHF | 79'334 CHF | 99.00% | 99.00% |
10.07.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'676 CHF | 74'559 CHF | 99.59% | 99.59% |
09.07.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'472 CHF | 71'491 CHF | 99.53% | 99.53% |
08.07.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 222'419 CHF | 76'140 CHF | 99.56% | 99.56% |
05.07.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 210'751 CHF | 72'250 CHF | 99.56% | 99.56% |
04.07.2024 | 2.80% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'473 CHF | 72'491 CHF | 99.56% | 99.56% |
03.07.2024 | 2.44% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'228 CHF | 83'076 CHF | 99.53% | 99.53% |
02.07.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'880 CHF | 83'293 CHF | 99.27% | 99.27% |