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 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'216 CHF | 85'405 CHF | 97.80% | 97.80% |
12.07.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'549 CHF | 85'850 CHF | 85.34% | 85.34% |
11.07.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'536 CHF | 85'845 CHF | 98.82% | 98.82% |
10.07.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'299 CHF | 82'433 CHF | 99.58% | 99.58% |
09.07.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 243'712 CHF | 83'237 CHF | 99.54% | 99.54% |
08.07.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 240'258 CHF | 82'086 CHF | 99.50% | 99.50% |
05.07.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 233'880 CHF | 79'960 CHF | 99.53% | 99.53% |
04.07.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 232'598 CHF | 79'533 CHF | 99.55% | 99.55% |
03.07.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 247'644 CHF | 84'548 CHF | 99.06% | 99.06% |
02.07.2024 | 2.31% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'843 CHF | 87'614 CHF | 99.57% | 99.57% |