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 | 3.00% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'114 CHF | 67'705 CHF | 99.17% | 99.17% |
12.07.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'306 CHF | 67'769 CHF | 99.17% | 99.17% |
11.07.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 213'880 CHF | 73'294 CHF | 99.17% | 99.17% |
10.07.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 207'563 CHF | 71'188 CHF | 99.16% | 99.16% |
09.07.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 215'802 CHF | 73'934 CHF | 99.17% | 99.17% |
08.07.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'119 CHF | 80'040 CHF | 99.15% | 99.15% |
05.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 239'788 CHF | 81'929 CHF | 99.16% | 99.16% |
04.07.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 214'172 CHF | 73'391 CHF | 99.17% | 99.17% |
03.07.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 227'043 CHF | 77'681 CHF | 99.16% | 99.16% |
02.07.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'473 CHF | 70'158 CHF | 99.16% | 99.16% |