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 | 1.95% | 0.48 CHF | 0.49 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'138 CHF | 103'713 CHF | 99.17% | 99.17% |
12.07.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'443 CHF | 104'148 CHF | 99.17% | 99.17% |
11.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 325'614 CHF | 110'538 CHF | 99.17% | 99.17% |
10.07.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 317'670 CHF | 107'890 CHF | 99.17% | 99.17% |
09.07.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'934 CHF | 110'978 CHF | 99.17% | 99.17% |
08.07.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 349'230 CHF | 118'410 CHF | 99.16% | 99.16% |
05.07.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 483'477 | 161'159 | 287'110 CHF | 97'315 CHF | 99.15% | 99.15% |
04.07.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 599'584 | 199'861 | 325'529 CHF | 110'508 CHF | 99.17% | 99.17% |
03.07.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'807 CHF | 115'936 CHF | 99.17% | 99.17% |
02.07.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'693 CHF | 106'564 CHF | 99.16% | 99.16% |