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 | 1.48% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 402'651 CHF | 136'217 CHF | 97.85% | 97.85% |
12.07.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 357'627 CHF | 121'209 CHF | 99.01% | 99.01% |
11.07.2024 | 1.89% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'801 CHF | 106'934 CHF | 97.22% | 97.22% |
10.07.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 303'780 CHF | 103'260 CHF | 89.29% | 89.29% |
09.07.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'933 CHF | 105'978 CHF | 99.35% | 99.35% |
08.07.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 308'789 CHF | 104'930 CHF | 97.55% | 97.55% |
05.07.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'304 CHF | 106'435 CHF | 96.94% | 96.94% |
04.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'412 CHF | 107'804 CHF | 99.37% | 99.37% |
03.07.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'174 CHF | 110'725 CHF | 97.86% | 97.86% |
02.07.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 315'982 CHF | 107'327 CHF | 94.48% | 94.48% |