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 | 2.72% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 217'827 CHF | 74'609 CHF | 99.38% | 99.38% |
12.07.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 207'178 CHF | 71'059 CHF | 99.38% | 99.38% |
11.07.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 184'726 CHF | 63'575 CHF | 99.38% | 99.38% |
10.07.2024 | 3.25% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'662 CHF | 62'554 CHF | 99.37% | 99.37% |
09.07.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'015 CHF | 65'339 CHF | 99.38% | 99.38% |
08.07.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'273 CHF | 66'758 CHF | 99.38% | 99.38% |
05.07.2024 | 2.91% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 203'261 CHF | 69'754 CHF | 99.38% | 99.38% |
04.07.2024 | 3.10% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'493 CHF | 65'498 CHF | 98.59% | 98.59% |
03.07.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'122 CHF | 65'041 CHF | 99.37% | 99.37% |
02.07.2024 | 3.38% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 733'055 | 244'352 | 213'074 CHF | 73'468 CHF | 99.37% | 99.37% |