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 | 3.39% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'383 CHF | 60'128 CHF | 93.50% | 93.50% |
12.07.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 172'812 CHF | 59'604 CHF | 93.21% | 93.21% |
11.07.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 601'112 | 200'371 | 161'057 CHF | 55'689 CHF | 94.61% | 94.61% |
10.07.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'252 | 200'084 | 168'461 CHF | 58'154 CHF | 96.03% | 96.03% |
09.07.2024 | 3.19% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'370 CHF | 63'790 CHF | 91.43% | 91.43% |
08.07.2024 | 3.19% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'115 CHF | 63'705 CHF | 95.67% | 95.67% |
05.07.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'271 CHF | 65'424 CHF | 92.66% | 92.66% |
04.07.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'015 CHF | 64'338 CHF | 90.46% | 90.46% |
03.07.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'696 CHF | 63'899 CHF | 97.09% | 97.09% |
02.07.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'558 CHF | 68'853 CHF | 94.94% | 94.94% |